+227.5%
LOW vs EIX
+19.9%
+207.7%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.3% | +1.4% | +0.6% |
| 7D | -3.7% | -1.4% | -2.4% | -3.4% |
| 30D | -8.9% | -19.3% | +10.4% | -3.7% |
| 3M | -10.4% | -21.7% | +11.3% | -4.5% |
| 6M | -19.4% | -19.8% | +0.4% | -14.9% |
| YTD | -17.1% | -3.0% | -14.1% | -18.6% |
| 1Y | -26.3% | +5.1% | -31.4% | -29.9% |
| 3Y | -9.9% | -7.0% | -2.9% | -12.5% |
| 5Y | +6.1% | +22.0% | -15.9% | -8.7% |
| All | +227.5% | +19.9% | +207.7% | +171.3% |
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 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