-9.1%
EIX vs LSCC
-19.6%
+10.5%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -8.6% | +7.6% | -1.3% |
| 7D | +2.5% | -4.8% | +7.4% | +2.4% |
| 30D | +14.1% | -27.1% | +41.2% | +12.5% |
| 3M | -9.4% | -23.6% | +14.2% | -10.2% |
| 6M | -9.1% | -19.8% | +10.7% | -11.4% |
| All | -9.1% | -19.6% | +10.5% | -11.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling