+50.6%
LYB vs EIX
+18.9%
+31.7%
-35.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | +3.1% | -7.9% | -4.6% |
| 7D | -6.2% | +4.5% | -10.7% | -6.0% |
| 30D | +6.3% | +15.2% | -8.9% | +6.8% |
| 3M | +4.1% | -11.6% | +15.7% | +4.5% |
| 6M | -15.5% | -8.4% | -7.1% | -16.2% |
| YTD | +50.2% | +8.2% | +42.0% | +24.2% |
| 1Y | +50.6% | +16.6% | +34.0% | +18.2% |
| All | +50.6% | +18.9% | +31.7% | +18.2% |
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 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