+1,402.3%
LITE vs EIX
+29.5%
+1,372.9%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -2.5% | +8.1% | +6.5% |
| 7D | -35.9% | +1.0% | -36.9% | -36.3% |
| 30D | -51.5% | +9.1% | -60.6% | -53.0% |
| 3M | -35.7% | -10.2% | -25.5% | -34.9% |
| 6M | -43.0% | -11.2% | -31.7% | -42.4% |
| YTD | +46.1% | +4.5% | +41.6% | +38.6% |
| 1Y | +124.7% | +10.9% | +113.8% | +108.4% |
| 3Y | +1,172.1% | +8.4% | +1,163.6% | +1,057.6% |
| 5Y | +477.0% | +18.0% | +459.1% | +397.7% |
| All | +1,402.3% | +29.5% | +1,372.9% | +1,068.6% |
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