+0.6%
CEG vs LTH
+46.4%
-45.8%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.8% | +1.8% | +0.1% |
| 7D | +6.7% | +1.5% | +5.2% | +6.7% |
| 30D | +11.0% | -3.1% | +14.0% | +11.0% |
| 3M | +19.5% | +28.1% | -8.6% | +18.0% |
| 6M | -5.9% | +67.4% | -73.3% | -6.0% |
| YTD | -15.0% | +59.8% | -74.8% | -15.5% |
| 1Y | +0.6% | +45.6% | -45.0% | +6.7% |
| All | +0.6% | +46.4% | -45.8% | +6.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling