+639.7%
CEG vs LH
+46.4%
+593.2%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.6% | +0.7% | +0.2% |
| 7D | +6.7% | -0.8% | +7.5% | +6.9% |
| 30D | +11.0% | +2.0% | +9.0% | +10.5% |
| 3M | +19.5% | +24.3% | -4.8% | +13.6% |
| 6M | -5.9% | +21.1% | -26.9% | -10.1% |
| YTD | -15.0% | +30.4% | -45.4% | -20.6% |
| 1Y | +0.6% | +18.4% | -17.7% | -3.9% |
| 3Y | +180.6% | +65.5% | +115.2% | +132.6% |
| All | +639.7% | +46.4% | +593.2% | +545.5% |
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