+446.1%
LITE vs EIX
+22.1%
+424.0%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.7% | -1.0% | -17.7% | -18.4% |
| 7D | -44.6% | +2.5% | -47.1% | -44.9% |
| 30D | -55.0% | +14.1% | -69.1% | -56.5% |
| 3M | -38.3% | -9.4% | -28.9% | -37.8% |
| 6M | -48.8% | -9.1% | -39.7% | -48.8% |
| YTD | +38.3% | +7.1% | +31.1% | +31.0% |
| 1Y | +119.0% | +13.3% | +105.7% | +103.4% |
| 3Y | +1,092.0% | +10.9% | +1,081.1% | +975.2% |
| 5Y | +446.1% | +21.0% | +425.1% | +341.4% |
| All | +446.1% | +22.1% | +424.0% | +341.4% |
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