+53.1%
LLY vs EIX
+15.0%
+38.2%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +4.5% | -6.7% | -2.8% |
| 7D | -3.1% | +0.9% | -4.0% | -3.3% |
| 30D | -5.1% | -13.5% | +8.5% | -3.8% |
| 3M | -2.1% | -15.3% | +13.2% | -0.5% |
| 6M | +13.8% | -15.3% | +29.2% | +15.3% |
| YTD | +5.1% | +2.7% | +2.4% | +2.9% |
| 1Y | +53.1% | +17.4% | +35.7% | +44.3% |
| All | +53.1% | +15.0% | +38.2% | +44.3% |
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 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