+213.6%
LNG vs EIX
+18.4%
+195.2%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.3% | -0.6% | -0.3% |
| 7D | +11.3% | +1.4% | +10.0% | +11.1% |
| 30D | +10.6% | +8.5% | +2.1% | +9.1% |
| 3M | +16.1% | -13.5% | +29.6% | +18.0% |
| 6M | +29.6% | -12.4% | +41.9% | +30.9% |
| YTD | +60.3% | +5.9% | +54.4% | +53.4% |
| 1Y | +46.1% | +7.6% | +38.5% | +39.1% |
| 3Y | +85.9% | +12.8% | +73.2% | +70.5% |
| All | +213.6% | +18.4% | +195.2% | +180.2% |
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