+40,454.4%
LOW vs EIX
+1,170.2%
+39,284.2%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.5% | +0.3% | 0.0% |
| 7D | +1.0% | -2.5% | +3.5% | +1.6% |
| 30D | +25.6% | +7.7% | +17.9% | +23.4% |
| 3M | +5.3% | -12.9% | +18.2% | +7.7% |
| 6M | +3.7% | -12.7% | +16.4% | +5.9% |
| YTD | -1.9% | +5.5% | -7.3% | -4.7% |
| 1Y | +0.6% | +9.4% | -8.8% | -3.3% |
| 3Y | +26.4% | +9.7% | +16.7% | +19.7% |
| 5Y | +10.1% | +16.9% | -6.8% | +1.9% |
| 10Y | +301.3% | +34.3% | +267.0% | +249.9% |
| All | +40,454.4% | +1,170.2% | +39,284.2% | +18,786.3% |
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 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