+1,630.5%
LITE vs EIX
+34.7%
+1,595.7%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.7% | -0.5% | +11.1% | +10.8% |
| 7D | +3.4% | -2.5% | +5.9% | +4.3% |
| 30D | -34.9% | +7.7% | -42.6% | -36.6% |
| 3M | -21.0% | -12.9% | -8.2% | -19.1% |
| 6M | -38.5% | -12.7% | -25.8% | -37.5% |
| YTD | +75.8% | +5.5% | +70.4% | +66.4% |
| 1Y | +156.7% | +9.4% | +147.3% | +139.4% |
| 3Y | +1,498.6% | +9.7% | +1,488.9% | +1,349.8% |
| 5Y | +610.9% | +16.9% | +594.0% | +516.2% |
| All | +1,630.5% | +34.7% | +1,595.7% | +1,247.3% |
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 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