+20.1%
EIX vs LUMN
-37.8%
+58.0%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LUMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.9% | -3.2% | -1.4% |
| 7D | -1.4% | +2.5% | -3.9% | -1.5% |
| 30D | -19.3% | +10.3% | -29.6% | -19.7% |
| 3M | -21.7% | -18.3% | -3.4% | -21.1% |
| 6M | -19.8% | +4.4% | -24.2% | -20.5% |
| YTD | -3.0% | -10.7% | +7.6% | -3.5% |
| 1Y | +5.1% | +14.0% | -8.9% | +2.2% |
| 3Y | -7.0% | +406.6% | -413.5% | -24.7% |
| All | +20.1% | -37.8% | +58.0% | +35.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling