+19.6%
EIX vs LNT
+148.3%
-128.7%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.9% | -0.3% | -0.5% |
| 7D | +0.8% | -1.1% | +1.9% | +1.7% |
| 30D | -18.8% | -1.9% | -16.9% | -17.5% |
| 3M | -19.7% | -7.2% | -12.5% | -14.9% |
| 6M | -18.2% | -3.9% | -14.3% | -15.7% |
| YTD | -1.7% | +5.9% | -7.6% | -6.1% |
| 1Y | +7.8% | +8.4% | -0.6% | +1.0% |
| 3Y | -5.6% | +46.6% | -52.2% | -31.0% |
| 5Y | +23.7% | +32.4% | -8.8% | -2.8% |
| All | +19.6% | +148.3% | -128.7% | -42.0% |
Cumulative growth
Daily Returns
Daily percentage return beside LNT.
Daily Out/Under-Performance
Portfolio return minus LNT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LNT 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 LNT 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