-1.3%
EIX vs LEN
-25.9%
+24.6%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | -3.8% | +8.4% | +5.3% |
| 7D | +0.9% | -2.9% | +3.8% | +1.4% |
| 30D | -13.5% | -8.9% | -4.7% | -11.9% |
| 3M | -15.3% | -10.9% | -4.4% | -13.4% |
| 6M | -15.3% | -19.7% | +4.3% | -11.8% |
| YTD | +2.7% | -20.6% | +23.3% | +6.9% |
| 1Y | +17.4% | -42.4% | +59.9% | +30.6% |
| 3Y | -1.3% | -26.5% | +25.2% | -3.1% |
| All | -1.3% | -25.9% | +24.6% | -3.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling