+34.9%
EIX vs LSCC
+1,348.6%
-1,313.7%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.3% | +2.4% | +0.3% |
| 7D | +1.0% | +5.0% | -4.1% | +0.4% |
| 30D | +8.9% | -11.7% | +20.6% | +9.8% |
| 3M | -9.8% | -13.3% | +3.5% | -9.1% |
| 6M | -10.2% | -12.5% | +2.3% | -10.4% |
| YTD | +5.9% | +51.2% | -45.3% | -1.3% |
| 1Y | +10.9% | +65.9% | -55.0% | +2.2% |
| 3Y | +10.2% | +95.3% | -85.1% | -4.2% |
| 5Y | +17.0% | +38.6% | -21.6% | +2.2% |
| All | +34.9% | +1,348.6% | -1,313.7% | -21.1% |
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