+222.4%
LHX vs CVE
+144.4%
+78.0%
-38.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.7% | -2.4% | -0.1% |
| 7D | +6.5% | +0.1% | +6.4% | +6.5% |
| 30D | +16.1% | -10.8% | +26.9% | +17.6% |
| 3M | -2.8% | -4.3% | +1.5% | -2.5% |
| 6M | -7.7% | -1.5% | -6.3% | -8.0% |
| YTD | -4.6% | +70.7% | -75.3% | -11.6% |
| 1Y | -6.8% | +58.1% | -64.9% | -12.8% |
| 3Y | +60.8% | +69.8% | -9.0% | +46.9% |
| 5Y | +39.5% | +148.9% | -109.4% | +20.0% |
| 10Y | +222.4% | +143.5% | +78.9% | +136.7% |
| All | +222.4% | +144.4% | +78.0% | +136.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling