-91.3%
CDE vs LH
+1,355.8%
-1,447.1%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.2% | +2.8% | +1.8% |
| 7D | -2.0% | -3.2% | +1.2% | -1.6% |
| 30D | +15.7% | +0.1% | +15.6% | +15.7% |
| 3M | +30.5% | +18.6% | +11.9% | +27.8% |
| 6M | -7.4% | +17.9% | -25.3% | -9.3% |
| YTD | +17.9% | +28.9% | -11.0% | +14.3% |
| 1Y | +46.7% | +16.6% | +30.1% | +43.8% |
| 3Y | +851.3% | +63.6% | +787.7% | +794.9% |
| 5Y | +202.9% | +30.0% | +172.9% | +191.9% |
| 10Y | +58.2% | +191.9% | -133.7% | +40.6% |
| All | -91.3% | +1,355.8% | -1,447.1% | -93.0% |
Cumulative growth
Daily Returns
Daily percentage return beside LH.
Daily Out/Under-Performance
Portfolio return minus LH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LH 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 LH 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