+593.1%
CEG vs LH
+67.0%
+526.1%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.5% | -0.3% | -0.7% |
| 7D | +12.1% | +1.1% | +11.0% | +11.9% |
| 30D | +0.2% | +16.7% | -16.5% | -2.7% |
| 3M | +0.7% | +15.1% | -14.4% | -2.1% |
| 6M | +2.2% | +46.3% | -44.1% | -6.0% |
| YTD | -20.3% | +48.8% | -69.1% | -27.5% |
| 1Y | -16.1% | +39.7% | -55.8% | -22.4% |
| 3Y | +134.7% | +87.0% | +47.6% | +90.4% |
| All | +593.1% | +67.0% | +526.1% | +489.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling