+1,058.2%
EIX vs LEN
+10,533.4%
-9,475.2%
-72.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.0% | +1.9% | +1.0% |
| 7D | -19.1% | -3.2% | -15.9% | -18.7% |
| 30D | -16.9% | -4.9% | -12.0% | -16.3% |
| 3M | -20.0% | -8.5% | -11.5% | -19.1% |
| 6M | -21.3% | -20.7% | -0.7% | -19.1% |
| YTD | -1.7% | -17.4% | +15.7% | +0.4% |
| 1Y | +9.6% | -38.2% | +47.8% | +16.2% |
| 3Y | -3.7% | -24.9% | +21.2% | -1.5% |
| 5Y | +22.6% | -11.4% | +34.1% | +21.1% |
| 10Y | +17.7% | +110.0% | -92.3% | +0.8% |
| All | +1,058.2% | +10,533.4% | -9,475.2% | +635.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling