+626.9%
CEG vs LH
+44.7%
+582.2%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.2% | -0.6% | -1.5% |
| 7D | +1.3% | -3.2% | +4.5% | +2.0% |
| 30D | +8.8% | +0.1% | +8.7% | +8.8% |
| 3M | +17.0% | +18.6% | -1.7% | +12.4% |
| 6M | -8.7% | +17.9% | -26.7% | -12.3% |
| YTD | -16.4% | +28.9% | -45.4% | -21.8% |
| 1Y | -1.8% | +16.6% | -18.4% | -5.8% |
| 3Y | +175.8% | +63.6% | +112.2% | +129.1% |
| All | +626.9% | +44.7% | +582.2% | +535.9% |
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