+1,114.8%
EIX vs LH
+1,382.1%
-267.3%
-72.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.4% | +2.2% | +1.0% |
| 7D | -19.1% | -2.5% | -16.6% | -18.9% |
| 30D | -16.9% | +4.3% | -21.2% | -17.3% |
| 3M | -20.0% | +25.5% | -45.5% | -22.0% |
| 6M | -21.3% | +17.0% | -38.3% | -22.8% |
| YTD | -1.7% | +31.3% | -33.0% | -4.7% |
| 1Y | +9.6% | +20.0% | -10.4% | +7.2% |
| 3Y | -3.7% | +63.9% | -67.5% | -9.1% |
| 5Y | +22.6% | +30.9% | -8.2% | +17.9% |
| 10Y | +17.7% | +191.4% | -173.7% | +4.1% |
| All | +1,114.8% | +1,382.1% | -267.3% | +892.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling