+593.1%
CEG vs LII
+26.6%
+566.5%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.1% | -1.9% | -1.2% |
| 7D | +12.1% | +2.9% | +9.2% | +11.1% |
| 30D | +0.2% | +0.9% | -0.7% | -0.7% |
| 3M | +0.7% | -15.5% | +16.2% | +6.0% |
| 6M | +2.2% | -30.2% | +32.5% | +12.9% |
| YTD | -20.3% | -26.8% | +6.5% | -14.5% |
| 1Y | -16.1% | -25.3% | +9.2% | -10.8% |
| 3Y | +134.7% | -7.8% | +142.4% | +128.1% |
| All | +593.1% | +26.6% | +566.5% | +406.7% |
Cumulative growth
Daily Returns
Daily percentage return beside LII.
Daily Out/Under-Performance
Portfolio return minus LII return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LII 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 LII 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