+582.9%
CEG vs LTH
+180.6%
+402.3%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.5% | -0.5% | +10.9% | +10.6% |
| 7D | +7.3% | +7.0% | +0.3% | +5.8% |
| 30D | -7.4% | +15.4% | -22.8% | -10.1% |
| 3M | +2.5% | +7.0% | -4.6% | +0.8% |
| 6M | -8.8% | +46.9% | -55.6% | -16.1% |
| YTD | -21.5% | +76.4% | -97.9% | -31.1% |
| 1Y | -22.5% | +83.7% | -106.3% | -32.7% |
| 3Y | +133.3% | +248.9% | -115.6% | +82.4% |
| All | +582.9% | +180.6% | +402.3% | +416.0% |
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