+46.3%
LLY vs CEG
-23.2%
+69.5%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +2.6% | -2.3% | +0.4% |
| 7D | +1.4% | +11.8% | -10.4% | +1.8% |
| 30D | +21.5% | -6.5% | +28.1% | +20.9% |
| 3M | +18.5% | -1.2% | +19.6% | +18.1% |
| 6M | +49.1% | -8.0% | +57.1% | +48.8% |
| YTD | +34.4% | -21.9% | +56.3% | +35.5% |
| 1Y | +46.3% | -21.4% | +67.7% | +46.7% |
| All | +46.3% | -23.2% | +69.5% | +46.7% |
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