+579.5%
CEG vs LSCC
+99.3%
+480.2%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +10.4% | -7.8% | -0.1% |
| 7D | +11.8% | +14.5% | -2.7% | +7.8% |
| 30D | -6.5% | -0.1% | -6.5% | -7.1% |
| 3M | -1.2% | -2.7% | +1.5% | -1.3% |
| 6M | -8.0% | -4.8% | -3.2% | -8.8% |
| YTD | -21.9% | +66.9% | -88.7% | -33.2% |
| 1Y | -21.4% | +85.8% | -107.3% | -34.6% |
| 3Y | +130.0% | +115.6% | +14.4% | +75.6% |
| All | +579.5% | +99.3% | +480.2% | +389.8% |
Cumulative growth
Daily Returns
Daily percentage return beside LSCC.
Daily Out/Under-Performance
Portfolio return minus LSCC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LSCC 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 LSCC 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