+22.4%
LHX vs CVE
+327.8%
-305.4%
-38.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.5% | -2.8% | -0.6% |
| 7D | -2.5% | +0.2% | -2.7% | -2.5% |
| 30D | -10.4% | +17.5% | -27.8% | -12.5% |
| 3M | -14.9% | +16.2% | -31.1% | -17.1% |
| 6M | -29.6% | +47.8% | -77.4% | -34.3% |
| YTD | -11.8% | +98.5% | -110.3% | -21.8% |
| 1Y | -5.1% | +109.8% | -114.8% | -16.7% |
| 3Y | +61.3% | +75.5% | -14.2% | +43.3% |
| 5Y | +22.4% | +341.6% | -319.2% | -7.0% |
| All | +22.4% | +327.8% | -305.4% | -7.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling