+2,331.0%
LITE vs EIX
+17.3%
+2,313.8%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +0.8% | +3.2% | +3.7% |
| 7D | -1.5% | -19.1% | +17.6% | +3.7% |
| 30D | +6.7% | -16.9% | +23.6% | +11.1% |
| 3M | -6.8% | -20.0% | +13.3% | -2.4% |
| 6M | +29.4% | -21.3% | +50.8% | +36.6% |
| YTD | +139.1% | -1.7% | +140.8% | +131.9% |
| 1Y | +521.0% | +9.6% | +511.4% | +476.9% |
| 3Y | +1,535.3% | -3.7% | +1,539.0% | +1,454.6% |
| 5Y | +889.8% | +22.6% | +867.2% | +738.8% |
| All | +2,331.0% | +17.3% | +2,313.8% | +1,875.3% |
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