+22.9%
EIX vs LH
+185.6%
-162.7%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -1.2% | -2.0% | -2.8% |
| 7D | +4.1% | -3.2% | +7.3% | +5.3% |
| 30D | -15.3% | +0.1% | -15.5% | -15.4% |
| 3M | -18.4% | +18.6% | -37.1% | -23.7% |
| 6M | -16.8% | +17.9% | -34.8% | -22.2% |
| YTD | -0.6% | +28.9% | -29.5% | -10.2% |
| 1Y | +10.7% | +16.6% | -6.0% | +3.4% |
| 3Y | -4.5% | +63.6% | -68.0% | -22.7% |
| 5Y | +24.0% | +30.0% | -6.0% | +7.6% |
| 10Y | +22.9% | +191.9% | -169.0% | -28.0% |
| All | +22.9% | +185.6% | -162.7% | -28.0% |
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