+143.5%
CVE vs LH
+263.2%
-119.7%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +0.4% | +2.3% | +2.5% |
| 7D | +0.1% | +1.2% | -1.1% | -0.4% |
| 30D | -10.8% | +18.0% | -28.8% | -16.5% |
| 3M | -4.3% | +15.7% | -20.0% | -9.9% |
| 6M | -1.5% | +46.6% | -48.1% | -15.7% |
| YTD | +70.7% | +49.5% | +21.2% | +44.1% |
| 1Y | +58.1% | +40.2% | +17.9% | +36.8% |
| 3Y | +69.8% | +87.6% | -17.7% | +26.8% |
| 5Y | +148.9% | +59.3% | +89.7% | +94.9% |
| 10Y | +143.5% | +266.1% | -122.5% | +33.7% |
| All | +143.5% | +263.2% | -119.7% | +33.7% |
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