+546.2%
LITE vs EIX
+19.1%
+527.1%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.7% | +1.3% | +9.4% | +10.4% |
| 7D | -12.9% | +0.7% | -13.6% | -13.1% |
| 30D | -46.0% | +8.8% | -54.7% | -47.2% |
| 3M | -33.0% | -10.9% | -22.1% | -32.1% |
| 6M | -34.0% | -10.3% | -23.7% | -33.9% |
| YTD | +61.7% | +5.8% | +55.9% | +53.6% |
| 1Y | +148.3% | +11.4% | +136.9% | +131.7% |
| 3Y | +1,408.5% | +11.1% | +1,397.4% | +1,258.2% |
| 5Y | +546.2% | +18.5% | +527.7% | +437.6% |
| All | +546.2% | +19.1% | +527.1% | +437.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling