+25.9%
LMT vs CVE
+73.4%
-47.5%
-26.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | -7.6% | +0.8% | -6.0% |
| 7D | -5.5% | -12.1% | +6.6% | -4.2% |
| 30D | +17.5% | -9.8% | +27.2% | +18.6% |
| 3M | +1.6% | -0.7% | +2.3% | +1.5% |
| 6M | +16.3% | -4.3% | +20.6% | +16.7% |
| YTD | +25.3% | +70.6% | -45.3% | +12.6% |
| 1Y | +25.9% | +73.2% | -47.3% | +12.0% |
| All | +25.9% | +73.4% | -47.5% | +12.0% |
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 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