+35.9%
EIX vs LSCC
+1,351.6%
-1,315.7%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -5.5% | +5.8% | +0.8% |
| 7D | +1.4% | +7.0% | -5.6% | +0.6% |
| 30D | +8.5% | -2.3% | +10.9% | +8.3% |
| 3M | -13.5% | -12.5% | -0.9% | -12.9% |
| 6M | -12.4% | -10.6% | -1.8% | -12.8% |
| YTD | +5.9% | +52.7% | -46.8% | -1.5% |
| 1Y | +7.6% | +74.0% | -66.4% | -1.5% |
| 3Y | +12.8% | +104.8% | -92.0% | -2.6% |
| 5Y | +19.2% | +36.2% | -17.0% | +4.3% |
| All | +35.9% | +1,351.6% | -1,315.7% | -20.4% |
Cumulative growth
Daily Returns
Daily percentage return beside LSCC.
Daily Out/Under-Performance
Portfolio return minus LSCC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LSCC 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 LSCC 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