+593.1%
CEG vs LPLA
+76.1%
+516.9%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.1% | -0.8% | -0.8% |
| 7D | +12.1% | -0.9% | +13.0% | +12.4% |
| 30D | +0.2% | -9.5% | +9.7% | +2.4% |
| 3M | +0.7% | -21.9% | +22.6% | +7.0% |
| 6M | +2.2% | -2.6% | +4.9% | +1.4% |
| YTD | -20.3% | -17.8% | -2.5% | -17.6% |
| 1Y | -16.1% | -21.2% | +5.1% | -12.0% |
| 3Y | +134.7% | +30.6% | +104.0% | +115.4% |
| All | +593.1% | +76.1% | +516.9% | +518.1% |
Cumulative growth
Daily Returns
Daily percentage return beside LPLA.
Daily Out/Under-Performance
Portfolio return minus LPLA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LPLA 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 LPLA 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