+320.2%
CVE vs LH
+31.5%
+288.7%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.4% | +0.1% | -1.1% |
| 7D | +2.5% | -2.5% | +5.0% | +2.9% |
| 30D | +16.7% | +4.3% | +12.4% | +15.8% |
| 3M | +9.3% | +25.5% | -16.3% | +4.5% |
| 6M | +43.6% | +17.0% | +26.6% | +39.2% |
| YTD | +93.6% | +31.3% | +62.3% | +82.9% |
| 1Y | +98.8% | +20.0% | +78.8% | +91.1% |
| 3Y | +73.6% | +63.9% | +9.7% | +53.8% |
| All | +320.2% | +31.5% | +288.7% | +277.2% |
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 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