-21.4%
CEG vs LH
+43.1%
-64.5%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +0.4% | +2.2% | +2.7% |
| 7D | +11.8% | +1.2% | +10.6% | +12.0% |
| 30D | -6.5% | +18.0% | -24.5% | -3.6% |
| 3M | -1.2% | +15.7% | -16.8% | +1.7% |
| 6M | -8.0% | +46.6% | -54.7% | -1.9% |
| YTD | -21.9% | +49.5% | -71.4% | -15.8% |
| 1Y | -21.4% | +40.2% | -61.6% | -17.3% |
| All | -21.4% | +43.1% | -64.5% | -17.3% |
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 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