+58.1%
CVE vs LH
+43.1%
+15.0%
-23.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +0.4% | +2.3% | +2.7% |
| 7D | +0.1% | +1.2% | -1.1% | +0.2% |
| 30D | -10.8% | +18.0% | -28.8% | -9.7% |
| 3M | -4.3% | +15.7% | -20.0% | -3.3% |
| 6M | -1.5% | +46.6% | -48.1% | +0.7% |
| YTD | +70.7% | +49.5% | +21.2% | +72.5% |
| 1Y | +58.1% | +40.2% | +17.9% | +59.4% |
| All | +58.1% | +43.1% | +15.0% | +59.4% |
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