+8.4%
EIX vs LTH
+268.4%
-260.0%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.3% | -1.2% | -2.3% |
| 7D | +1.0% | +4.5% | -3.5% | +0.3% |
| 30D | +9.1% | +16.3% | -7.2% | +6.7% |
| 3M | -10.2% | +8.4% | -18.6% | -11.2% |
| 6M | -11.2% | +40.3% | -51.5% | -15.2% |
| YTD | +4.5% | +77.3% | -72.8% | -3.9% |
| 1Y | +10.9% | +88.0% | -77.1% | +1.0% |
| 3Y | +8.4% | +274.3% | -265.8% | -12.4% |
| All | +8.4% | +268.4% | -260.0% | -12.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling