+476.3%
LLY vs CEG
+583.3%
-107.0%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +4.3% | -5.1% | -1.1% |
| 7D | -4.5% | -4.7% | +0.3% | -4.2% |
| 30D | +13.9% | -16.6% | +30.5% | +15.3% |
| 3M | +13.8% | -4.1% | +17.9% | +13.7% |
| 6M | +37.6% | -22.3% | +59.9% | +39.8% |
| YTD | +26.6% | -28.9% | +55.5% | +29.3% |
| 1Y | +45.3% | -28.5% | +73.8% | +48.1% |
| 3Y | +132.2% | +104.3% | +27.9% | +98.1% |
| All | +476.3% | +583.3% | -107.0% | +336.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling