+1,148.4%
EIX vs LNT
+3,435.0%
-2,286.6%
-72.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.3% | +0.4% | +0.3% |
| 7D | +1.0% | +1.6% | -0.6% | 0.0% |
| 30D | +8.9% | +12.1% | -3.2% | +1.0% |
| 3M | -9.8% | +8.2% | -18.0% | -14.3% |
| 6M | -10.2% | +3.6% | -13.8% | -12.3% |
| YTD | +5.9% | +16.2% | -10.2% | -3.9% |
| 1Y | +10.9% | +12.8% | -1.9% | +2.6% |
| 3Y | +10.2% | +66.5% | -56.3% | -20.9% |
| 5Y | +17.0% | +53.8% | -36.8% | -11.7% |
| 10Y | +35.1% | +182.5% | -147.4% | -29.6% |
| All | +1,148.4% | +3,435.0% | -2,286.6% | +104.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling