+111.2%
CEG vs LH
+84.0%
+27.3%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +0.9% | +3.4% | +4.3% |
| 7D | -4.7% | +1.4% | -6.2% | -4.7% |
| 30D | -16.6% | +17.5% | -34.1% | -16.5% |
| 3M | -4.1% | +16.1% | -20.2% | -4.0% |
| 6M | -22.3% | +43.4% | -65.7% | -22.8% |
| YTD | -28.9% | +47.2% | -76.1% | -29.7% |
| 1Y | -28.5% | +50.1% | -78.6% | -29.4% |
| All | +111.2% | +84.0% | +27.3% | +100.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling