+140.8%
LLY vs EIX
+10.6%
+130.2%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.3% | +0.9% | +1.2% |
| 7D | +6.7% | +1.4% | +5.4% | +6.6% |
| 30D | +19.6% | +8.5% | +11.0% | +18.5% |
| 3M | +19.7% | -13.5% | +33.2% | +21.1% |
| 6M | +42.7% | -12.4% | +55.1% | +44.1% |
| YTD | +35.1% | +5.9% | +29.2% | +34.0% |
| 1Y | +42.2% | +7.6% | +34.6% | +40.8% |
| 3Y | +140.8% | +12.8% | +128.0% | +139.5% |
| All | +140.8% | +10.6% | +130.2% | +139.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling