+1,255.2%
LNG vs EIX
+1,090.5%
+164.7%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.3% | -0.6% | -0.3% |
| 7D | +11.3% | +1.4% | +10.0% | +11.0% |
| 30D | +10.6% | +8.5% | +2.1% | +8.4% |
| 3M | +16.1% | -13.5% | +29.6% | +18.4% |
| 6M | +29.6% | -12.4% | +41.9% | +31.2% |
| YTD | +60.3% | +5.9% | +54.4% | +54.3% |
| 1Y | +46.1% | +7.6% | +38.5% | +39.9% |
| 3Y | +85.9% | +12.8% | +73.2% | +73.3% |
| 5Y | +210.8% | +19.2% | +191.6% | +182.9% |
| 10Y | +808.8% | +34.9% | +773.9% | +672.0% |
| All | +1,255.2% | +1,090.5% | +164.7% | +863.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling