+190.4%
LMT vs CVE
+149.3%
+41.1%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.7% | -2.0% | -1.4% |
| 7D | +5.1% | +5.9% | -0.8% | +4.4% |
| 30D | +14.1% | -10.9% | +25.0% | +15.6% |
| 3M | +0.3% | -4.5% | +4.8% | +0.7% |
| 6M | +16.1% | -1.0% | +17.1% | +15.8% |
| YTD | +25.5% | +74.7% | -49.3% | +16.9% |
| 1Y | +34.1% | +65.8% | -31.7% | +25.6% |
| 3Y | +45.1% | +73.2% | -28.1% | +33.3% |
| 5Y | +100.9% | +155.6% | -54.7% | +73.2% |
| All | +190.4% | +149.3% | +41.1% | +115.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling