+35.9%
EIX vs LH
+261.9%
-226.0%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.5% | +0.8% | +0.5% |
| 7D | +1.4% | +1.1% | +0.3% | +1.0% |
| 30D | +8.5% | +16.7% | -8.2% | +2.3% |
| 3M | -13.5% | +15.1% | -28.5% | -18.2% |
| 6M | -12.4% | +46.3% | -58.7% | -24.5% |
| YTD | +5.9% | +48.8% | -42.9% | -9.8% |
| 1Y | +7.6% | +39.7% | -32.1% | -6.1% |
| 3Y | +12.8% | +87.0% | -74.3% | -13.7% |
| 5Y | +19.2% | +53.0% | -33.8% | -3.0% |
| All | +35.9% | +261.9% | -226.0% | -26.4% |
Cumulative growth
Daily Returns
Daily percentage return beside LH.
Daily Out/Under-Performance
Portfolio return minus LH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LH 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 LH 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