+32.2%
EIX vs LSCC
+1,398.6%
-1,366.3%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +8.4% | -7.1% | +0.5% |
| 7D | +0.7% | +19.3% | -18.6% | -1.2% |
| 30D | +8.8% | -9.6% | +18.4% | +9.5% |
| 3M | -10.9% | -12.4% | +1.5% | -10.3% |
| 6M | -10.3% | -10.5% | +0.2% | -10.7% |
| YTD | +5.8% | +54.8% | -48.9% | -1.6% |
| 1Y | +11.4% | +79.4% | -68.0% | +1.7% |
| 3Y | +11.1% | +109.6% | -98.5% | -4.3% |
| 5Y | +18.5% | +40.4% | -21.9% | +3.4% |
| 10Y | +32.2% | +1,379.1% | -1,346.9% | -23.1% |
| All | +32.2% | +1,398.6% | -1,366.3% | -23.1% |
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