+16.6%
EIX vs LEN
-21.9%
+38.5%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +7.1% | -4.0% | +2.1% |
| 7D | +4.5% | +10.5% | -6.0% | +3.1% |
| 30D | +15.2% | +24.6% | -9.4% | +11.7% |
| 3M | -11.6% | +6.6% | -18.2% | -12.3% |
| 6M | -8.4% | +10.6% | -19.0% | -9.6% |
| YTD | +8.2% | -8.3% | +16.5% | +9.5% |
| 1Y | +16.6% | -22.5% | +39.1% | +19.0% |
| All | +16.6% | -21.9% | +38.5% | +19.0% |
Cumulative growth
Daily Returns
Daily percentage return beside LEN.
Daily Out/Under-Performance
Portfolio return minus LEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LEN 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 LEN 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