+1,610.3%
LLY vs EIX
+17.2%
+1,593.0%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.8% | -1.7% | -1.0% |
| 7D | -2.1% | -19.1% | +16.9% | +1.0% |
| 30D | -1.6% | -16.9% | +15.3% | +0.9% |
| 3M | +2.3% | -20.0% | +22.3% | +5.6% |
| 6M | +14.9% | -21.3% | +36.2% | +18.9% |
| YTD | +7.5% | -1.7% | +9.2% | +6.5% |
| 1Y | +55.7% | +9.6% | +46.1% | +51.0% |
| 3Y | +110.6% | -3.7% | +114.3% | +105.8% |
| 5Y | +363.4% | +22.6% | +340.8% | +326.9% |
| All | +1,610.3% | +17.2% | +1,593.0% | +1,397.7% |
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