+32.2%
EIX vs LII
+170.7%
-138.5%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +2.2% | -0.9% | +0.7% |
| 7D | +0.7% | -1.2% | +1.9% | +1.0% |
| 30D | +8.8% | -2.0% | +10.7% | +9.0% |
| 3M | -10.9% | -20.2% | +9.3% | -5.6% |
| 6M | -10.3% | -32.5% | +22.2% | -1.9% |
| YTD | +5.8% | -27.4% | +33.2% | +12.7% |
| 1Y | +11.4% | -28.2% | +39.5% | +18.8% |
| 3Y | +11.1% | -7.2% | +18.3% | +6.1% |
| 5Y | +18.5% | +19.9% | -1.4% | +1.5% |
| 10Y | +32.2% | +168.6% | -136.4% | -10.4% |
| All | +32.2% | +170.7% | -138.5% | -10.4% |
Cumulative growth
Daily Returns
Daily percentage return beside LII.
Daily Out/Under-Performance
Portfolio return minus LII return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LII 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 LII 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