+1,493.1%
LITE vs EIX
+35.3%
+1,457.8%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +0.3% | -4.8% | -4.6% |
| 7D | +10.8% | +1.4% | +9.4% | +10.3% |
| 30D | -33.4% | +8.5% | -42.0% | -35.3% |
| 3M | -32.2% | -13.5% | -18.8% | -30.4% |
| 6M | -42.1% | -12.4% | -29.7% | -41.3% |
| YTD | +61.9% | +5.9% | +56.0% | +52.9% |
| 1Y | +163.0% | +7.6% | +155.4% | +146.9% |
| 3Y | +1,358.0% | +12.8% | +1,345.2% | +1,208.8% |
| 5Y | +549.9% | +19.2% | +530.7% | +459.2% |
| All | +1,493.1% | +35.3% | +1,457.8% | +1,138.5% |
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