+0.1%
LYB vs EIX
-17.6%
+17.7%
-35.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.2% | +0.9% | -0.5% |
| 7D | -0.7% | +0.8% | -1.5% | -0.6% |
| 30D | +1.5% | -18.8% | +20.3% | -0.3% |
| 3M | -0.3% | -19.7% | +19.4% | -1.5% |
| 6M | +0.1% | -18.2% | +18.3% | +2.2% |
| All | +0.1% | -17.6% | +17.7% | +2.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling