+18.5%
EIX vs LSCC
+36.6%
-18.1%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +8.4% | -7.1% | +0.8% |
| 7D | +0.7% | +19.3% | -18.6% | -0.5% |
| 30D | +8.8% | -9.6% | +18.4% | +9.3% |
| 3M | -10.9% | -12.4% | +1.5% | -10.5% |
| 6M | -10.3% | -10.5% | +0.2% | -10.6% |
| YTD | +5.8% | +54.8% | -48.9% | +0.3% |
| 1Y | +11.4% | +79.4% | -68.0% | +4.2% |
| 3Y | +11.1% | +109.6% | -98.5% | -0.7% |
| 5Y | +18.5% | +40.4% | -21.9% | +3.0% |
| All | +18.5% | +36.6% | -18.1% | +3.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling