+1,060.6%
LMT vs CVE
+89.9%
+970.6%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.3% | -0.1% | -1.3% |
| 7D | -6.3% | +2.5% | -8.8% | -6.6% |
| 30D | -8.5% | +16.7% | -25.2% | -10.2% |
| 3M | +1.8% | +9.3% | -7.4% | +0.5% |
| 6M | -19.9% | +43.6% | -63.5% | -23.8% |
| YTD | +10.6% | +93.6% | -83.0% | +1.4% |
| 1Y | +17.9% | +98.8% | -80.8% | +7.7% |
| 3Y | +27.0% | +73.6% | -46.6% | +16.2% |
| 5Y | +68.7% | +312.5% | -243.8% | +35.7% |
| 10Y | +181.1% | +161.0% | +20.0% | +115.4% |
| All | +1,060.6% | +89.9% | +970.6% | +773.5% |
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