+719.5%
LHX vs CVE
+89.9%
+629.6%
-38.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.3% | -0.4% | -1.5% |
| 7D | -2.0% | +2.5% | -4.5% | -2.4% |
| 30D | -9.9% | +16.7% | -26.7% | -12.4% |
| 3M | -16.5% | +9.3% | -25.7% | -18.1% |
| 6M | -29.6% | +43.6% | -73.2% | -34.5% |
| YTD | -11.6% | +93.6% | -105.1% | -22.0% |
| 1Y | -4.1% | +98.8% | -102.8% | -16.0% |
| 3Y | +53.3% | +73.6% | -20.3% | +34.9% |
| 5Y | +22.3% | +312.5% | -290.2% | -10.5% |
| 10Y | +231.9% | +161.0% | +70.8% | +133.3% |
| All | +719.5% | +89.9% | +629.6% | +483.2% |
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 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