-8.0%
LHX vs CVE
+61.2%
-69.2%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +1.7% | -3.4% | -1.8% |
| 7D | +5.3% | +4.6% | +0.7% | +5.1% |
| 30D | +15.8% | -12.0% | +27.8% | +16.3% |
| 3M | -6.1% | -3.8% | -2.3% | -5.9% |
| 6M | -11.4% | -2.7% | -8.6% | -11.0% |
| YTD | -6.3% | +73.6% | -79.9% | -17.7% |
| 1Y | -8.0% | +62.0% | -70.0% | -18.2% |
| All | -8.0% | +61.2% | -69.2% | -18.2% |
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