+47.0%
LLY vs CEG
-24.4%
+71.4%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +10.5% | -6.2% | +4.7% |
| 7D | +0.1% | +7.3% | -7.3% | +0.3% |
| 30D | +19.7% | -7.4% | +27.1% | +19.0% |
| 3M | +19.3% | +2.5% | +16.8% | +19.2% |
| 6M | +49.3% | -8.8% | +58.1% | +49.0% |
| YTD | +32.0% | -21.5% | +53.5% | +32.9% |
| All | +47.0% | -24.4% | +71.4% | +47.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling