+73.2%
CVE vs LH
+44.2%
+28.9%
-23.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.6% | +3.9% | -11.6% | -7.4% |
| 7D | -12.1% | +2.1% | -14.2% | -11.9% |
| 30D | -9.8% | +19.2% | -28.9% | -9.3% |
| 3M | -0.7% | +18.0% | -18.7% | -0.1% |
| 6M | -4.3% | +46.1% | -50.4% | -4.3% |
| YTD | +70.6% | +47.7% | +22.9% | +66.8% |
| 1Y | +73.2% | +47.2% | +25.9% | +70.5% |
| All | +73.2% | +44.2% | +28.9% | +70.5% |
Cumulative growth
Daily Returns
Daily percentage return beside LH.
Daily Out/Under-Performance
Portfolio return minus LH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LH 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 LH 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