+222.0%
LHX vs EIX
+19.9%
+202.2%
-38.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.3% | +0.2% | -0.8% |
| 7D | -4.3% | -1.4% | -2.9% | -3.9% |
| 30D | -15.1% | -19.3% | +4.2% | -11.4% |
| 3M | -21.0% | -21.7% | +0.7% | -17.1% |
| 6M | -32.0% | -19.8% | -12.2% | -29.2% |
| YTD | -15.3% | -3.0% | -12.3% | -17.1% |
| 1Y | -11.1% | +5.1% | -16.2% | -15.3% |
| 3Y | +54.0% | -7.0% | +61.0% | +48.4% |
| 5Y | +17.1% | +22.0% | -4.9% | +1.5% |
| All | +222.0% | +19.9% | +202.2% | +170.0% |
Cumulative growth
Daily Returns
Daily percentage return beside EIX.
Daily Out/Under-Performance
Portfolio return minus EIX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EIX 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 EIX 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