+187.4%
CEG vs LSCC
+20.0%
+167.4%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +2.0% | +2.9% | +4.3% |
| 7D | +8.0% | +1.3% | +6.7% | +7.6% |
| 30D | +12.9% | -9.7% | +22.6% | +16.0% |
| 3M | +13.2% | -23.7% | +36.9% | +20.3% |
| 6M | -7.0% | +26.5% | -33.5% | -14.7% |
| YTD | -15.0% | +57.5% | -72.5% | -27.3% |
| 1Y | -2.7% | +75.7% | -78.4% | -19.5% |
| All | +187.4% | +20.0% | +167.4% | +141.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling