-9.3%
LHX vs CVE
+73.4%
-82.7%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | -7.6% | +1.2% | -6.0% |
| 7D | -0.3% | -12.1% | +11.7% | +0.3% |
| 30D | +9.7% | -9.8% | +19.4% | +10.2% |
| 3M | -8.5% | -0.7% | -7.8% | -8.5% |
| 6M | -15.1% | -4.3% | -10.8% | -14.7% |
| YTD | -10.4% | +70.6% | -81.0% | -22.2% |
| 1Y | -9.3% | +73.2% | -82.5% | -22.6% |
| All | -9.3% | +73.4% | -82.7% | -22.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CVE.
Daily Out/Under-Performance
Portfolio return minus CVE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CVE 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 1y: compounded portfolio wealth divided by compounded CVE 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…
1y analysis · Full analysis span regression · 6 months rolling