+28.3%
LHX vs CVE
+142.8%
-114.5%
-38.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.6% | +1.3% | +0.8% |
| 7D | -6.4% | -16.1% | +9.7% | -4.0% |
| 30D | +11.2% | -10.4% | +21.6% | +12.9% |
| 3M | -9.8% | -2.4% | -7.4% | -9.7% |
| 6M | -13.2% | -4.4% | -8.8% | -13.2% |
| YTD | -10.4% | +64.9% | -75.3% | -18.6% |
| 1Y | -7.3% | +66.0% | -73.3% | -16.0% |
| 3Y | +51.5% | +57.7% | -6.2% | +35.6% |
| All | +28.3% | +142.8% | -114.5% | +2.6% |
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 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