+34.3%
EIX vs LII
+172.8%
-138.5%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.8% | -1.3% | -0.7% |
| 7D | -2.5% | -2.3% | -0.2% | -1.9% |
| 30D | +7.7% | -1.7% | +9.4% | +7.8% |
| 3M | -12.9% | -18.3% | +5.4% | -8.3% |
| 6M | -12.7% | -32.3% | +19.6% | -4.6% |
| YTD | +5.5% | -27.1% | +32.6% | +12.2% |
| 1Y | +9.4% | -27.2% | +36.6% | +16.2% |
| 3Y | +9.7% | -8.9% | +18.6% | +5.4% |
| 5Y | +16.9% | +19.7% | -2.7% | +0.3% |
| 10Y | +34.3% | +168.9% | -134.6% | -7.9% |
| All | +34.3% | +172.8% | -138.5% | -7.9% |
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