+626.9%
CEG vs LPLA
+110.3%
+516.6%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.2% | -1.5% | -1.7% |
| 7D | +1.3% | -1.5% | +2.9% | +1.8% |
| 30D | +8.8% | -6.0% | +14.8% | +10.6% |
| 3M | +17.0% | +21.4% | -4.4% | +9.8% |
| 6M | -8.7% | +12.1% | -20.8% | -12.7% |
| YTD | -16.4% | -1.8% | -14.6% | -17.2% |
| 1Y | -1.8% | +3.2% | -5.0% | -4.8% |
| 3Y | +175.8% | +45.9% | +129.8% | +146.1% |
| All | +626.9% | +110.3% | +516.6% | +521.4% |
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