+61.9%
EOSE vs LCID
-92.2%
+154.0%
-91.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -9.2% | +14.7% | +9.6% |
| 7D | +9.8% | -10.2% | +20.0% | +14.2% |
| 30D | -2.1% | -10.2% | +8.1% | +1.7% |
| 3M | -54.1% | -54.1% | 0.0% | -35.7% |
| 6M | -76.9% | -53.8% | -23.2% | -69.6% |
| YTD | -83.3% | -72.0% | -11.3% | -73.0% |
| 1Y | -87.4% | -80.5% | -6.9% | -75.9% |
| 3Y | +61.9% | -92.6% | +154.4% | +461.5% |
| All | +61.9% | -92.2% | +154.0% | +461.5% |
Cumulative growth
Daily Returns
Daily percentage return beside LCID.
Daily Out/Under-Performance
Portfolio return minus LCID return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LCID 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 3y: compounded portfolio wealth divided by compounded LCID 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…
3y analysis · Full analysis span regression · 6 months rolling