+24.0%
EIX vs LNT
+31.1%
-7.1%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -1.1% | -2.1% | -2.3% |
| 7D | +4.1% | +0.2% | +3.9% | +4.0% |
| 30D | -15.3% | -0.5% | -14.8% | -14.9% |
| 3M | -18.4% | -5.5% | -12.9% | -14.8% |
| 6M | -16.8% | -3.8% | -13.0% | -14.3% |
| YTD | -0.6% | +6.8% | -7.4% | -5.6% |
| 1Y | +10.7% | +9.3% | +1.3% | +3.1% |
| 3Y | -4.5% | +47.9% | -52.4% | -30.4% |
| 5Y | +24.0% | +31.6% | -7.6% | -0.9% |
| All | +24.0% | +31.1% | -7.1% | -0.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling