+518.2%
CEG vs LSCC
+70.5%
+447.7%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +7.1% | -2.8% | +2.5% |
| 7D | -4.7% | +13.0% | -17.7% | -7.9% |
| 30D | -16.6% | -19.8% | +3.3% | -12.2% |
| 3M | -4.1% | -18.4% | +14.3% | +0.2% |
| 6M | -22.3% | -16.1% | -6.2% | -20.4% |
| YTD | -28.9% | +42.7% | -71.7% | -36.7% |
| 1Y | -28.5% | +68.0% | -96.5% | -38.8% |
| 3Y | +104.3% | +85.8% | +18.4% | +62.2% |
| All | +518.2% | +70.5% | +447.7% | +364.1% |
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