+21,985.5%
LLY vs CVX
+4,918.0%
+17,067.5%
-68.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CVX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.0% | -0.6% | +0.1% |
| 7D | +1.4% | -1.7% | +3.1% | +1.8% |
| 30D | +21.5% | -0.8% | +22.3% | +21.7% |
| 3M | +18.5% | +9.4% | +9.1% | +15.4% |
| 6M | +49.1% | +17.5% | +31.6% | +42.0% |
| YTD | +34.4% | +43.8% | -9.5% | +20.3% |
| 1Y | +46.3% | +41.9% | +4.4% | +31.3% |
| 3Y | +145.5% | +69.1% | +76.3% | +106.8% |
| 5Y | +472.7% | +128.3% | +344.4% | +330.3% |
| 10Y | +2,049.9% | +204.9% | +1,845.0% | +1,289.4% |
| All | +21,985.5% | +4,918.0% | +17,067.5% | +6,509.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CVX.
Daily Out/Under-Performance
Portfolio return minus CVX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CVX return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded CVX wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling