+12.8%
EIX vs LEN
-25.9%
+38.6%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | 0.0% | +0.3% | +0.3% |
| 7D | +1.4% | -5.8% | +7.1% | +2.5% |
| 30D | +8.5% | +13.7% | -5.2% | +5.7% |
| 3M | -13.5% | -3.9% | -9.6% | -13.0% |
| 6M | -12.4% | -0.4% | -12.0% | -12.8% |
| YTD | +5.9% | -16.8% | +22.8% | +8.8% |
| 1Y | +7.6% | -29.5% | +37.1% | +14.2% |
| 3Y | +12.8% | -25.6% | +38.4% | +4.3% |
| All | +12.8% | -25.9% | +38.6% | +4.3% |
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