+45.1%
LMT vs CVE
+74.2%
-29.2%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.7% | -2.0% | -1.4% |
| 7D | +5.1% | +5.9% | -0.8% | +4.6% |
| 30D | +14.1% | -10.9% | +25.0% | +14.9% |
| 3M | +0.3% | -4.5% | +4.8% | +0.5% |
| 6M | +16.1% | -1.0% | +17.1% | +16.0% |
| YTD | +25.5% | +74.7% | -49.3% | +20.7% |
| 1Y | +34.1% | +65.8% | -31.7% | +29.3% |
| 3Y | +45.1% | +73.2% | -28.1% | +37.2% |
| All | +45.1% | +74.2% | -29.2% | +37.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling