+1,204.8%
EIX vs LH
+1,588.1%
-383.2%
-72.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | 0.0% | +0.1% | +0.1% |
| 7D | -1.5% | +2.5% | -3.9% | -1.7% |
| 30D | +8.1% | +18.7% | -10.6% | +6.1% |
| 3M | -12.1% | +15.3% | -27.5% | -13.6% |
| 6M | -13.4% | +45.4% | -58.8% | -17.0% |
| YTD | +5.6% | +49.5% | -43.9% | +0.8% |
| 1Y | +7.8% | +41.4% | -33.5% | +3.6% |
| 3Y | +9.8% | +87.6% | -77.8% | +2.0% |
| 5Y | +18.8% | +53.8% | -34.9% | +12.3% |
| 10Y | +34.4% | +266.2% | -231.7% | +16.4% |
| All | +1,204.8% | +1,588.1% | -383.2% | +950.0% |
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 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