+416.0%
LRCX vs CVX
+169.1%
+247.0%
-56.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CVX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.6% | -0.5% | -0.1% |
| 7D | -3.1% | +2.6% | -5.7% | -3.6% |
| 30D | -8.6% | +9.8% | -18.4% | -10.6% |
| 3M | -17.7% | +16.2% | -33.9% | -20.8% |
| 6M | +36.4% | +13.6% | +22.7% | +30.5% |
| YTD | +74.5% | +44.4% | +30.2% | +51.3% |
| 1Y | +159.4% | +40.6% | +118.9% | +126.4% |
| 3Y | +361.6% | +48.2% | +313.4% | +289.1% |
| All | +416.0% | +169.1% | +247.0% | +269.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling