+22.9%
EIX vs LEN
+103.7%
-80.8%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +0.5% | -3.7% | -3.3% |
| 7D | +4.1% | -3.4% | +7.5% | +4.9% |
| 30D | -15.3% | -5.7% | -9.7% | -14.1% |
| 3M | -18.4% | -12.2% | -6.2% | -16.1% |
| 6M | -16.8% | -18.3% | +1.4% | -13.2% |
| YTD | -0.6% | -20.2% | +19.6% | +4.0% |
| 1Y | +10.7% | -40.1% | +50.7% | +23.9% |
| 3Y | -4.5% | -26.2% | +21.7% | -1.0% |
| 5Y | +24.0% | -9.8% | +33.9% | +18.4% |
| 10Y | +22.9% | +109.1% | -86.2% | -16.1% |
| All | +22.9% | +103.7% | -80.8% | -16.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling