+8.4%
EIX vs LII
-8.7%
+17.2%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -2.0% | -0.5% | -2.1% |
| 7D | +1.0% | -0.6% | +1.6% | +1.1% |
| 30D | +9.1% | -4.6% | +13.7% | +9.8% |
| 3M | -10.2% | -21.2% | +11.0% | -6.3% |
| 6M | -11.2% | -36.4% | +25.2% | -4.3% |
| YTD | +4.5% | -28.9% | +33.4% | +9.6% |
| 1Y | +10.9% | -29.5% | +40.4% | +16.4% |
| 3Y | +8.4% | -8.6% | +17.0% | +3.4% |
| All | +8.4% | -8.7% | +17.2% | +3.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling