+232.7%
LITE vs EIX
+18.9%
+213.8%
-44.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.9% | +3.1% | -11.0% | -8.0% |
| 7D | -31.4% | +4.5% | -35.9% | -31.7% |
| 30D | -42.6% | +15.2% | -57.8% | -43.3% |
| 3M | -26.2% | -11.6% | -14.6% | -25.3% |
| 6M | -35.8% | -8.4% | -27.4% | -38.0% |
| YTD | +70.0% | +8.2% | +61.8% | +65.0% |
| 1Y | +232.7% | +16.6% | +216.2% | +192.3% |
| All | +232.7% | +18.9% | +213.8% | +192.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling