+1,173.0%
LMT vs CVE
+62.8%
+1,110.2%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -2.7% | -0.4% | -2.8% |
| 7D | -10.5% | -14.1% | +3.6% | -8.8% |
| 30D | +12.9% | -11.6% | +24.6% | +14.6% |
| 3M | +0.4% | 0.0% | +0.3% | +0.2% |
| 6M | +14.7% | -8.4% | +23.0% | +15.4% |
| YTD | +21.3% | +65.9% | -44.6% | +13.2% |
| 1Y | +24.9% | +69.4% | -44.5% | +16.2% |
| 3Y | +37.7% | +55.9% | -18.2% | +27.5% |
| 5Y | +93.8% | +146.2% | -52.4% | +66.2% |
| 10Y | +217.5% | +140.6% | +76.9% | +145.6% |
| All | +1,173.0% | +62.8% | +1,110.2% | +875.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling