+205.2%
LMT vs CVE
+132.7%
+72.5%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +0.3% | +2.2% | +2.5% |
| 7D | -5.6% | -10.0% | +4.4% | -4.4% |
| 30D | +18.4% | -11.9% | +30.2% | +20.0% |
| 3M | +0.6% | -5.9% | +6.6% | +1.2% |
| 6M | +20.6% | -1.6% | +22.2% | +20.4% |
| YTD | +27.0% | +66.3% | -39.3% | +18.9% |
| 1Y | +36.9% | +57.5% | -20.7% | +28.9% |
| 3Y | +46.9% | +65.4% | -18.6% | +35.6% |
| 5Y | +104.2% | +144.2% | -40.0% | +77.0% |
| 10Y | +205.2% | +135.5% | +69.7% | +127.6% |
| All | +205.2% | +132.7% | +72.5% | +127.6% |
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 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