+202.1%
LMT vs CVE
+136.7%
+65.5%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +0.5% | +3.2% | +3.7% |
| 7D | -8.5% | -10.1% | +1.5% | -7.4% |
| 30D | +15.4% | -12.1% | +27.5% | +17.1% |
| 3M | +0.7% | -1.9% | +2.5% | +0.7% |
| 6M | +17.6% | -1.8% | +19.5% | +17.5% |
| YTD | +23.8% | +65.8% | -42.0% | +16.0% |
| 1Y | +31.6% | +60.8% | -29.2% | +23.7% |
| 3Y | +44.0% | +70.1% | -26.1% | +32.6% |
| 5Y | +98.8% | +134.8% | -35.9% | +73.1% |
| 10Y | +202.1% | +130.1% | +72.1% | +124.8% |
| All | +202.1% | +136.7% | +65.5% | +124.8% |
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