-5.1%
LHX vs CVE
+109.0%
-114.1%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.5% | -2.8% | -0.4% |
| 7D | -2.5% | +0.2% | -2.7% | -2.5% |
| 30D | -10.4% | +17.5% | -27.8% | -11.0% |
| 3M | -14.9% | +16.2% | -31.1% | -15.6% |
| 6M | -29.6% | +47.8% | -77.4% | -33.5% |
| YTD | -11.8% | +98.5% | -110.3% | -21.7% |
| 1Y | -5.1% | +109.8% | -114.8% | -15.3% |
| All | -5.1% | +109.0% | -114.1% | -15.3% |
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