+7,679.3%
LHX vs EIX
+1,137.3%
+6,542.0%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +4.5% | -4.8% | -1.2% |
| 7D | -2.5% | +0.9% | -3.4% | -2.7% |
| 30D | -10.4% | -13.5% | +3.2% | -8.7% |
| 3M | -14.9% | -15.3% | +0.3% | -13.2% |
| 6M | -29.6% | -15.3% | -14.3% | -28.3% |
| YTD | -11.8% | +2.7% | -14.5% | -13.7% |
| 1Y | -5.1% | +17.4% | -22.5% | -9.7% |
| 3Y | +61.3% | -1.3% | +62.6% | +56.6% |
| 5Y | +22.4% | +27.2% | -4.8% | +12.4% |
| 10Y | +232.2% | +22.7% | +209.5% | +199.8% |
| All | +7,679.3% | +1,137.3% | +6,542.0% | +4,300.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling