-45.3%
EOSE vs LH
+14.9%
-60.2%
-84.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.5% | -2.5% | -0.7% |
| 7D | +1.8% | -4.7% | +6.5% | +0.8% |
| 30D | -6.8% | -3.5% | -3.4% | -7.5% |
| 3M | -36.3% | +17.7% | -54.0% | -31.1% |
| 6M | -38.8% | +15.8% | -54.5% | -33.3% |
| YTD | -65.5% | +25.1% | -90.6% | -63.9% |
| 1Y | -45.3% | +12.5% | -57.8% | -46.5% |
| All | -45.3% | +14.9% | -60.2% | -46.5% |
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