+165.9%
CVE vs LH
+190.8%
-24.9%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.4% | +0.1% | -0.8% |
| 7D | +2.5% | -2.5% | +5.0% | +3.4% |
| 30D | +16.7% | +4.3% | +12.4% | +14.8% |
| 3M | +9.3% | +25.5% | -16.3% | -0.3% |
| 6M | +43.6% | +17.0% | +26.6% | +34.1% |
| YTD | +93.6% | +31.3% | +62.3% | +72.6% |
| 1Y | +98.8% | +20.0% | +78.8% | +82.9% |
| 3Y | +73.6% | +63.9% | +9.7% | +37.4% |
| 5Y | +312.5% | +30.9% | +281.6% | +252.4% |
| All | +165.9% | +190.8% | -24.9% | +55.8% |
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