+33.5%
EIX vs LTH
+186.8%
-153.3%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.2% | -0.7% | -0.5% |
| 7D | -2.5% | +0.3% | -2.8% | -2.6% |
| 30D | +7.7% | +17.7% | -10.0% | +5.5% |
| 3M | -12.9% | +8.5% | -21.3% | -13.7% |
| 6M | -12.7% | +46.9% | -59.6% | -16.6% |
| YTD | +5.5% | +78.8% | -73.3% | -2.1% |
| 1Y | +9.4% | +84.9% | -75.5% | +1.1% |
| 3Y | +9.7% | +246.4% | -236.7% | -6.8% |
| 5Y | +16.9% | +129.6% | -112.6% | -3.3% |
| All | +33.5% | +186.8% | -153.3% | +9.3% |
Cumulative growth
Daily Returns
Daily percentage return beside LTH.
Daily Out/Under-Performance
Portfolio return minus LTH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LTH 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 LTH 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