+579.5%
CEG vs LTH
+184.4%
+395.1%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +0.2% | +2.4% | +2.6% |
| 7D | +11.8% | +0.3% | +11.5% | +11.7% |
| 30D | -6.5% | +17.7% | -24.2% | -9.7% |
| 3M | -1.2% | +8.5% | -9.6% | -3.0% |
| 6M | -8.0% | +46.9% | -55.0% | -15.4% |
| YTD | -21.9% | +78.8% | -100.7% | -31.7% |
| 1Y | -21.4% | +84.9% | -106.3% | -31.8% |
| 3Y | +130.0% | +246.4% | -116.4% | +79.9% |
| All | +579.5% | +184.4% | +395.1% | +412.1% |
Cumulative growth
Daily Returns
Daily percentage return beside LTH.
Daily Out/Under-Performance
Portfolio return minus LTH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LTH 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 LTH 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