+593.0%
CEG vs LTH
+178.4%
+414.7%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +2.2% | -2.9% | -1.2% |
| 7D | +12.1% | -1.3% | +13.4% | +12.3% |
| 30D | +0.2% | +15.7% | -15.4% | -2.8% |
| 3M | +0.7% | +5.0% | -4.3% | -0.6% |
| 6M | +2.2% | +37.7% | -35.4% | -4.8% |
| YTD | -20.3% | +75.0% | -95.4% | -30.0% |
| 1Y | -16.1% | +82.6% | -98.7% | -27.1% |
| 3Y | +134.7% | +241.3% | -106.6% | +84.0% |
| All | +593.0% | +178.4% | +414.7% | +424.1% |
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 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