+767.3%
LHX vs CVE
+62.6%
+704.7%
-38.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +0.5% | +3.9% | +4.3% |
| 7D | -2.7% | -10.1% | +7.4% | -0.9% |
| 30D | +14.5% | -12.1% | +26.6% | +16.9% |
| 3M | -4.9% | -1.9% | -3.0% | -4.8% |
| 6M | -8.6% | -1.8% | -6.8% | -9.0% |
| YTD | -6.4% | +65.8% | -72.2% | -15.4% |
| 1Y | -5.1% | +60.8% | -65.9% | -13.8% |
| 3Y | +59.1% | +70.1% | -11.1% | +40.1% |
| 5Y | +33.4% | +134.8% | -101.3% | +7.9% |
| 10Y | +223.3% | +130.1% | +93.2% | +131.7% |
| All | +767.3% | +62.6% | +704.7% | +532.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling