+518.2%
CEG vs LTH
+182.0%
+336.2%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -1.3% | +5.6% | +4.5% |
| 7D | -4.7% | +4.5% | -9.2% | -5.7% |
| 30D | -16.6% | +16.3% | -32.9% | -19.2% |
| 3M | -4.1% | +8.4% | -12.5% | -5.9% |
| 6M | -22.3% | +40.3% | -62.6% | -27.9% |
| YTD | -28.9% | +77.3% | -106.2% | -37.7% |
| 1Y | -28.5% | +88.0% | -116.4% | -38.2% |
| 3Y | +104.3% | +274.3% | -170.0% | +57.9% |
| All | +518.2% | +182.0% | +336.2% | +366.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling