-57.3%
EOSE vs LH
+95.1%
-152.4%
-97.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.8% | -0.6% | +11.4% | +11.2% |
| 7D | +41.4% | -0.8% | +42.3% | +42.1% |
| 30D | +3.6% | +2.0% | +1.6% | +2.5% |
| 3M | -35.7% | +24.3% | -60.0% | -43.5% |
| 6M | -29.9% | +21.1% | -50.9% | -37.5% |
| YTD | -62.5% | +30.4% | -92.9% | -68.8% |
| 1Y | -37.4% | +18.4% | -55.8% | -44.9% |
| 3Y | +55.8% | +65.5% | -9.7% | +6.2% |
| 5Y | -67.8% | +29.9% | -97.7% | -76.9% |
| All | -57.3% | +95.1% | -152.4% | -67.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling