+34.0%
EIX vs LTH
+183.0%
-149.0%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.5% | +1.8% | +1.4% |
| 7D | +0.7% | +7.0% | -6.3% | -0.1% |
| 30D | +8.8% | +15.4% | -6.7% | +6.8% |
| 3M | -10.9% | +7.0% | -17.9% | -11.7% |
| 6M | -10.3% | +46.9% | -57.1% | -14.3% |
| YTD | +5.8% | +76.4% | -70.6% | -1.6% |
| 1Y | +11.4% | +83.7% | -72.4% | +3.0% |
| 3Y | +11.1% | +248.9% | -237.8% | -5.6% |
| 5Y | +18.5% | +141.8% | -123.3% | -2.1% |
| All | +34.0% | +183.0% | -149.0% | +9.9% |
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