-21.4%
CEG vs LII
-27.8%
+6.3%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +0.8% | +1.8% | +2.5% |
| 7D | +11.8% | -2.3% | +14.1% | +12.2% |
| 30D | -6.5% | -1.7% | -4.8% | -6.6% |
| 3M | -1.2% | -18.3% | +17.1% | +2.0% |
| 6M | -8.0% | -32.3% | +24.3% | -3.6% |
| YTD | -21.9% | -27.1% | +5.2% | -18.9% |
| 1Y | -21.4% | -27.2% | +5.7% | -17.2% |
| All | -21.4% | -27.8% | +6.3% | -17.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling