+518.2%
CEG vs LH
+65.2%
+453.0%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +0.9% | +3.4% | +4.1% |
| 7D | -4.7% | +1.4% | -6.2% | -5.0% |
| 30D | -16.6% | +17.5% | -34.1% | -19.2% |
| 3M | -4.1% | +16.1% | -20.2% | -7.0% |
| 6M | -22.3% | +43.4% | -65.7% | -28.3% |
| YTD | -28.9% | +47.2% | -76.1% | -35.2% |
| 1Y | -28.5% | +50.1% | -78.6% | -35.3% |
| 3Y | +104.3% | +81.2% | +23.1% | +67.7% |
| All | +518.2% | +65.2% | +453.0% | +426.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling