+170.1%
EIX vs LPLA
+1,311.2%
-1,141.1%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.3% | +1.1% | +0.9% |
| 7D | -19.1% | -3.1% | -16.0% | -18.8% |
| 30D | -16.9% | -0.1% | -16.8% | -17.0% |
| 3M | -20.0% | +23.2% | -43.2% | -22.3% |
| 6M | -21.3% | +15.5% | -36.9% | -23.2% |
| YTD | -1.7% | +0.9% | -2.6% | -2.6% |
| 1Y | +9.6% | +0.2% | +9.4% | +8.3% |
| 3Y | -3.7% | +55.2% | -58.9% | -11.6% |
| 5Y | +22.6% | +145.4% | -122.8% | +2.7% |
| 10Y | +17.7% | +1,229.7% | -1,212.0% | -19.3% |
| All | +170.1% | +1,311.2% | -1,141.1% | +70.7% |
Cumulative growth
Daily Returns
Daily percentage return beside LPLA.
Daily Out/Under-Performance
Portfolio return minus LPLA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LPLA 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 LPLA 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