+39,776.7%
LOW vs EIX
+1,175.7%
+38,601.0%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.3% | -0.2% | 0.0% |
| 7D | +1.4% | +1.4% | +0.1% | +1.1% |
| 30D | +21.7% | +8.5% | +13.2% | +19.3% |
| 3M | +5.0% | -13.5% | +18.5% | +7.6% |
| 6M | +4.6% | -12.4% | +17.0% | +6.7% |
| YTD | -3.5% | +5.9% | -9.4% | -6.4% |
| 1Y | +0.5% | +7.6% | -7.0% | -2.9% |
| 3Y | +24.8% | +12.8% | +12.0% | +17.3% |
| 5Y | +6.5% | +19.2% | -12.8% | -2.0% |
| 10Y | +294.6% | +34.9% | +259.7% | +243.7% |
| All | +39,776.7% | +1,175.7% | +38,601.0% | +18,450.2% |
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