+34.3%
EIX vs LH
+263.2%
-228.9%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.4% | -0.8% | -0.6% |
| 7D | -2.5% | +1.2% | -3.7% | -3.0% |
| 30D | +7.7% | +18.0% | -10.3% | +1.1% |
| 3M | -12.9% | +15.7% | -28.6% | -17.8% |
| 6M | -12.7% | +46.6% | -59.3% | -24.9% |
| YTD | +5.5% | +49.5% | -44.0% | -10.3% |
| 1Y | +9.4% | +40.2% | -30.8% | -4.7% |
| 3Y | +9.7% | +87.6% | -77.9% | -16.1% |
| 5Y | +16.9% | +59.3% | -42.4% | -6.5% |
| 10Y | +34.3% | +266.1% | -231.8% | -26.9% |
| All | +34.3% | +263.2% | -228.9% | -26.9% |
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