+132.2%
LLY vs EIX
+8.4%
+123.8%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.5% | +1.7% | -0.5% |
| 7D | -4.5% | +1.0% | -5.5% | -4.6% |
| 30D | +13.9% | +9.1% | +4.8% | +12.9% |
| 3M | +13.8% | -10.2% | +24.0% | +14.5% |
| 6M | +37.6% | -11.2% | +48.9% | +38.6% |
| YTD | +26.6% | +4.5% | +22.1% | +25.9% |
| 1Y | +45.3% | +10.9% | +34.5% | +43.8% |
| 3Y | +132.2% | +8.4% | +123.8% | +136.9% |
| All | +132.2% | +8.4% | +123.8% | +136.9% |
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