+16.6%
EIX vs LUMN
-59.3%
+75.9%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LUMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -5.9% | +9.0% | +2.9% |
| 7D | +4.5% | -6.9% | +11.4% | +4.2% |
| 30D | +15.2% | -20.5% | +35.7% | +14.3% |
| 3M | -11.6% | -33.4% | +21.8% | -12.6% |
| 6M | -8.4% | -52.1% | +43.7% | -9.8% |
| YTD | +8.2% | -42.5% | +50.7% | +6.6% |
| 1Y | +16.6% | -57.6% | +74.2% | +11.4% |
| All | +16.6% | -59.3% | +75.9% | +11.4% |
Cumulative growth
Daily Returns
Daily percentage return beside LUMN.
Daily Out/Under-Performance
Portfolio return minus LUMN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LUMN 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 1y: compounded portfolio wealth divided by compounded LUMN 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…
1y analysis · Full analysis span regression · 6 months rolling