+292.5%
LOW vs EIX
+34.9%
+257.6%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.1% | -1.9% | -1.8% |
| 7D | +0.1% | -1.5% | +1.6% | +0.6% |
| 30D | +21.3% | +8.1% | +13.1% | +18.2% |
| 3M | +6.0% | -12.1% | +18.1% | +8.9% |
| 6M | +2.6% | -13.4% | +16.0% | +5.7% |
| YTD | -3.6% | +5.6% | -9.2% | -8.0% |
| 1Y | -1.0% | +7.8% | -8.8% | -6.3% |
| 3Y | +24.2% | +9.8% | +14.3% | +13.5% |
| 5Y | +6.3% | +18.8% | -12.5% | -7.2% |
| All | +292.5% | +34.9% | +257.6% | +210.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling