+57.6%
EIX vs LCID
-96.5%
+154.1%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +9.4% | -8.1% | +1.0% |
| 7D | +0.7% | +20.0% | -19.3% | +0.1% |
| 30D | +8.8% | -5.0% | +13.8% | +8.8% |
| 3M | -10.9% | -48.9% | +37.9% | -9.3% |
| 6M | -10.3% | -43.2% | +32.9% | -9.4% |
| YTD | +5.8% | -65.9% | +71.8% | +8.3% |
| 1Y | +11.4% | -79.2% | +90.5% | +15.6% |
| 3Y | +11.1% | -90.4% | +101.5% | +16.2% |
| 5Y | +18.5% | -99.2% | +117.7% | +25.9% |
| All | +57.6% | -96.5% | +154.1% | +71.1% |
Cumulative growth
Daily Returns
Daily percentage return beside LCID.
Daily Out/Under-Performance
Portfolio return minus LCID return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LCID 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 LCID 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