+1,162.5%
EIX vs LSCC
+9,126.4%
-7,963.9%
-72.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -8.6% | +7.6% | -0.4% |
| 7D | +2.5% | -4.8% | +7.4% | +2.8% |
| 30D | +14.1% | -27.1% | +41.2% | +16.4% |
| 3M | -9.4% | -23.6% | +14.2% | -8.0% |
| 6M | -9.1% | -19.8% | +10.7% | -8.5% |
| YTD | +7.1% | +33.2% | -26.1% | +3.3% |
| 1Y | +13.3% | +55.2% | -42.0% | +7.9% |
| 3Y | +10.9% | +70.1% | -59.2% | +2.6% |
| 5Y | +21.0% | +19.5% | +1.4% | +12.6% |
| 10Y | +33.6% | +1,164.9% | -1,131.3% | +2.4% |
| All | +1,162.5% | +9,126.4% | -7,963.9% | +720.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling