+131.9%
LITE vs EIX
+10.1%
+121.8%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.1% | -1.9% | -1.8% |
| 7D | -13.9% | +1.0% | -14.9% | -13.9% |
| 30D | -46.9% | +8.9% | -55.8% | -47.2% |
| 3M | -28.0% | -9.8% | -18.2% | -27.9% |
| 6M | -35.2% | -10.2% | -25.0% | -37.2% |
| YTD | +58.9% | +5.9% | +52.9% | +64.6% |
| All | +131.9% | +10.1% | +121.8% | +139.8% |
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