-47.1%
EOSE vs LH
+20.0%
-67.1%
-84.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.9% | -1.4% | +12.2% | +10.6% |
| 7D | +19.0% | -2.5% | +21.5% | +18.3% |
| 30D | +1.6% | +4.3% | -2.8% | +2.6% |
| 3M | -52.0% | +25.5% | -77.5% | -47.9% |
| 6M | -42.5% | +17.0% | -59.5% | -37.9% |
| YTD | -66.1% | +31.3% | -97.4% | -64.7% |
| 1Y | -47.1% | +20.0% | -67.1% | -47.2% |
| All | -47.1% | +20.0% | -67.1% | -47.2% |
Cumulative growth
Daily Returns
Daily percentage return beside LH.
Daily Out/Under-Performance
Portfolio return minus LH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LH 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 LH 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