-21.1%
LOW vs EIX
+7.5%
-28.7%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.8% | +0.4% | +1.1% |
| 7D | -1.7% | -19.1% | +17.4% | +1.6% |
| 30D | -7.0% | -16.9% | +9.9% | -5.0% |
| 3M | -0.9% | -20.0% | +19.1% | +2.2% |
| 6M | -20.1% | -21.3% | +1.2% | -17.5% |
| YTD | -13.9% | -1.7% | -12.2% | -16.3% |
| 1Y | -21.1% | +9.6% | -30.7% | -25.4% |
| All | -21.1% | +7.5% | -28.7% | -25.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling