+372.0%
LLY vs EIX
+22.8%
+349.2%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.8% | -1.7% | -1.0% |
| 7D | -2.1% | -19.1% | +16.9% | +0.7% |
| 30D | -1.6% | -16.9% | +15.3% | +0.6% |
| 3M | +2.3% | -20.0% | +22.3% | +5.2% |
| 6M | +14.9% | -21.3% | +36.2% | +18.4% |
| YTD | +7.5% | -1.7% | +9.2% | +6.7% |
| 1Y | +55.7% | +9.6% | +46.1% | +51.7% |
| 3Y | +110.6% | -3.7% | +114.3% | +105.0% |
| All | +372.0% | +22.8% | +349.2% | +330.5% |
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 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