+95.9%
CEG vs LII
-6.9%
+102.8%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -2.8% | +0.4% | -1.6% |
| 7D | -9.4% | +0.2% | -9.6% | -9.6% |
| 30D | -20.2% | -4.6% | -15.6% | -19.5% |
| 3M | -9.5% | -21.7% | +12.2% | -2.3% |
| 6M | -25.0% | -32.8% | +7.8% | -16.1% |
| YTD | -31.9% | -27.5% | -4.3% | -27.0% |
| 1Y | -33.7% | -28.0% | -5.7% | -28.8% |
| All | +95.9% | -6.9% | +102.8% | +83.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling