+62.8%
CVE vs LH
+505.5%
-442.8%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -1.2% | -1.5% | -2.2% |
| 7D | -14.1% | -1.3% | -12.7% | -13.7% |
| 30D | -11.6% | +16.6% | -28.2% | -17.4% |
| 3M | 0.0% | +16.0% | -15.9% | -6.5% |
| 6M | -8.4% | +42.0% | -50.4% | -21.9% |
| YTD | +65.9% | +45.9% | +20.0% | +39.0% |
| 1Y | +69.4% | +46.4% | +23.0% | +41.6% |
| 3Y | +55.9% | +79.0% | -23.0% | +15.9% |
| 5Y | +146.2% | +62.3% | +83.9% | +85.8% |
| 10Y | +140.6% | +265.9% | -125.2% | +11.3% |
| All | +62.8% | +505.5% | -442.8% | -49.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling