+11.2%
EIX vs LSCC
+69.3%
-58.1%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -8.6% | +7.6% | -0.6% |
| 7D | +2.5% | -4.8% | +7.4% | +2.7% |
| 30D | +14.1% | -27.1% | +41.2% | +15.6% |
| 3M | -9.4% | -23.6% | +14.2% | -8.5% |
| 6M | -9.1% | -19.8% | +10.7% | -9.0% |
| YTD | +7.1% | +33.2% | -26.1% | +3.0% |
| 1Y | +13.3% | +55.2% | -42.0% | +7.6% |
| All | +11.2% | +69.3% | -58.1% | -1.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling