+44.2%
EOSE vs LH
+58.7%
-14.5%
-84.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.5% | -2.5% | -1.6% |
| 7D | +1.8% | -4.7% | +6.5% | +3.6% |
| 30D | -6.8% | -3.5% | -3.4% | -5.6% |
| 3M | -36.3% | +17.7% | -54.0% | -39.9% |
| 6M | -38.8% | +15.8% | -54.5% | -41.8% |
| YTD | -65.5% | +25.1% | -90.6% | -69.4% |
| 1Y | -45.3% | +12.5% | -57.8% | -48.6% |
| 3Y | +44.2% | +59.8% | -15.6% | -2.1% |
| All | +44.2% | +58.7% | -14.5% | -2.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling