+107.6%
LMT vs CVE
+150.7%
-43.1%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +2.7% | -1.5% | +0.8% |
| 7D | +2.5% | +0.1% | +2.5% | +2.5% |
| 30D | +19.2% | -10.8% | +30.0% | +20.7% |
| 3M | +2.7% | -4.3% | +7.0% | +3.1% |
| 6M | +20.6% | -1.5% | +22.1% | +20.4% |
| YTD | +28.4% | +70.7% | -42.3% | +19.8% |
| 1Y | +36.9% | +58.1% | -21.2% | +28.8% |
| 3Y | +48.5% | +69.8% | -21.3% | +36.5% |
| 5Y | +107.6% | +148.9% | -41.3% | +81.1% |
| All | +107.6% | +150.7% | -43.1% | +81.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling