+104.3%
CEG vs LPLA
+36.1%
+68.2%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -1.8% | +6.1% | +4.8% |
| 7D | -4.7% | +4.1% | -8.9% | -6.2% |
| 30D | -16.6% | -9.0% | -7.6% | -14.7% |
| 3M | -4.1% | -17.6% | +13.5% | +1.0% |
| 6M | -22.3% | -8.8% | -13.5% | -21.3% |
| YTD | -28.9% | -17.0% | -11.9% | -26.2% |
| 1Y | -28.5% | -20.4% | -8.0% | -24.3% |
| 3Y | +104.3% | +35.4% | +68.9% | +94.6% |
| All | +104.3% | +36.1% | +68.2% | +94.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling