+507.5%
LLY vs CEG
+672.0%
-164.5%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +2.8% | -3.5% | -0.9% |
| 7D | +4.6% | +17.8% | -13.3% | +3.2% |
| 30D | +22.4% | -4.5% | +26.9% | +22.6% |
| 3M | +17.1% | +1.5% | +15.6% | +16.6% |
| 6M | +44.6% | -3.5% | +48.2% | +44.3% |
| YTD | +33.5% | -19.7% | +53.2% | +35.0% |
| 1Y | +41.1% | -19.8% | +60.9% | +42.5% |
| 3Y | +143.8% | +136.4% | +7.3% | +105.3% |
| All | +507.5% | +672.0% | -164.5% | +355.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CEG.
Daily Out/Under-Performance
Portfolio return minus CEG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CEG 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 CEG 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