+135.5%
CVE vs LH
+62.5%
+73.0%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.9% | -1.5% | -0.7% |
| 7D | -16.1% | +1.4% | -17.6% | -16.3% |
| 30D | -10.4% | +17.5% | -27.9% | -12.9% |
| 3M | -2.4% | +16.1% | -18.4% | -5.0% |
| 6M | -4.4% | +43.4% | -47.8% | -10.8% |
| YTD | +64.9% | +47.2% | +17.7% | +52.6% |
| 1Y | +66.0% | +50.1% | +15.9% | +53.0% |
| 3Y | +57.7% | +81.2% | -23.5% | +37.3% |
| All | +135.5% | +62.5% | +73.0% | +96.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling