+486.4%
EIX vs LII
+2,790.7%
-2,304.3%
-72.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.8% | +1.9% | -0.5% |
| 7D | +2.5% | +0.2% | +2.3% | +2.5% |
| 30D | +14.1% | -4.6% | +18.7% | +14.8% |
| 3M | -9.4% | -21.7% | +12.2% | -5.5% |
| 6M | -9.1% | -32.8% | +23.7% | -3.3% |
| YTD | +7.1% | -27.5% | +34.7% | +12.0% |
| 1Y | +13.3% | -28.0% | +41.2% | +18.5% |
| 3Y | +10.9% | -7.2% | +18.1% | +9.4% |
| 5Y | +21.0% | +22.6% | -1.6% | +12.0% |
| 10Y | +33.6% | +171.5% | -137.9% | +7.8% |
| All | +486.4% | +2,790.7% | -2,304.3% | +264.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling