+95.9%
CEG vs LSCC
+69.3%
+26.6%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -8.6% | +6.1% | +0.1% |
| 7D | -9.4% | -4.8% | -4.6% | -8.5% |
| 30D | -20.2% | -27.1% | +6.9% | -12.8% |
| 3M | -9.5% | -23.6% | +14.1% | -2.8% |
| 6M | -25.0% | -19.8% | -5.2% | -21.9% |
| YTD | -31.9% | +33.2% | -65.1% | -39.8% |
| 1Y | -33.7% | +55.2% | -88.9% | -44.0% |
| All | +95.9% | +69.3% | +26.6% | +52.5% |
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