+72.0%
LMT vs CVE
+317.2%
-245.3%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.3% | -0.1% | -1.3% |
| 7D | -6.3% | +2.5% | -8.8% | -6.5% |
| 30D | -8.5% | +16.7% | -25.2% | -10.1% |
| 3M | +1.8% | +9.3% | -7.4% | +0.6% |
| 6M | -19.9% | +43.6% | -63.5% | -23.6% |
| YTD | +10.6% | +93.6% | -83.0% | +1.7% |
| 1Y | +17.9% | +98.8% | -80.8% | +8.0% |
| 3Y | +27.0% | +73.6% | -46.6% | +16.8% |
| All | +72.0% | +317.2% | -245.3% | +38.7% |
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