+222.1%
LNG vs EIX
+20.9%
+201.2%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.3% | +1.5% | +0.4% |
| 7D | -4.7% | -1.4% | -3.3% | -4.5% |
| 30D | +3.8% | -19.3% | +23.1% | +6.7% |
| 3M | +16.2% | -21.7% | +37.8% | +19.9% |
| 6M | +11.7% | -19.8% | +31.5% | +14.3% |
| YTD | +44.2% | -3.0% | +47.3% | +40.2% |
| 1Y | +18.6% | +5.1% | +13.5% | +12.6% |
| 3Y | +77.4% | -7.0% | +84.4% | +70.5% |
| All | +222.1% | +20.9% | +201.2% | +195.3% |
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 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