+27.2%
EIX vs LH
+31.3%
-4.1%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | -0.6% | +5.1% | +4.7% |
| 7D | +0.9% | -0.8% | +1.7% | +1.1% |
| 30D | -13.5% | +2.0% | -15.5% | -14.1% |
| 3M | -15.3% | +24.3% | -39.5% | -21.0% |
| 6M | -15.3% | +21.1% | -36.4% | -20.5% |
| YTD | +2.7% | +30.4% | -27.7% | -6.0% |
| 1Y | +17.4% | +18.4% | -0.9% | +10.6% |
| 3Y | -1.3% | +65.5% | -66.8% | -17.9% |
| 5Y | +27.2% | +29.9% | -2.7% | +6.3% |
| All | +27.2% | +31.3% | -4.1% | +6.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling