+146.9%
CVE vs LH
+263.7%
-116.7%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | 0.0% | +1.7% | +1.7% |
| 7D | +4.6% | +2.5% | +2.2% | +3.7% |
| 30D | -12.0% | +18.7% | -30.7% | -17.7% |
| 3M | -3.8% | +15.3% | -19.1% | -9.2% |
| 6M | -2.7% | +45.4% | -48.1% | -16.5% |
| YTD | +73.6% | +49.5% | +24.1% | +46.5% |
| 1Y | +62.0% | +41.4% | +20.6% | +39.7% |
| 3Y | +72.7% | +87.6% | -14.9% | +28.9% |
| 5Y | +153.9% | +53.8% | +100.2% | +102.5% |
| All | +146.9% | +263.7% | -116.7% | +34.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling