+10.2%
EIX vs LII
-8.4%
+18.6%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.4% | +0.5% | +0.2% |
| 7D | +1.0% | +0.4% | +0.6% | +0.9% |
| 30D | +8.9% | -2.4% | +11.2% | +9.1% |
| 3M | -9.8% | -17.5% | +7.7% | -6.6% |
| 6M | -10.2% | -32.8% | +22.6% | -4.2% |
| YTD | +5.9% | -27.7% | +33.6% | +10.8% |
| 1Y | +10.9% | -28.1% | +39.0% | +16.0% |
| 3Y | +10.2% | -9.7% | +19.9% | +5.0% |
| All | +10.2% | -8.4% | +18.6% | +5.0% |
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