-2.7%
CEG vs LH
+20.0%
-22.7%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -1.4% | +6.3% | +4.6% |
| 7D | +8.0% | -2.5% | +10.5% | +7.5% |
| 30D | +12.9% | +4.3% | +8.6% | +14.0% |
| 3M | +13.2% | +25.5% | -12.4% | +19.0% |
| 6M | -7.0% | +17.0% | -24.0% | -4.1% |
| YTD | -15.0% | +31.3% | -46.3% | -9.1% |
| 1Y | -2.7% | +20.0% | -22.7% | +2.5% |
| All | -2.7% | +20.0% | -22.7% | +2.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling