-7.1%
LHX vs CVE
+59.0%
-66.1%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +0.5% | +3.9% | +4.4% |
| 7D | -2.7% | -10.1% | +7.4% | -2.1% |
| 30D | +14.5% | -12.1% | +26.6% | +15.2% |
| 3M | -4.9% | -1.9% | -3.0% | -4.7% |
| 6M | -8.6% | -1.8% | -6.8% | -8.7% |
| YTD | -6.4% | +65.8% | -72.2% | -17.9% |
| All | -7.1% | +59.0% | -66.1% | -17.6% |
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