-84.8%
EOSE vs LII
-26.0%
-58.8%
-91.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.6% | +3.6% | +9.0% | +11.5% |
| 7D | +9.7% | +7.9% | +1.8% | +7.1% |
| 30D | -34.6% | -0.6% | -34.0% | -34.8% |
| 3M | -50.8% | -19.3% | -31.5% | -47.4% |
| 6M | -66.5% | -29.8% | -36.6% | -63.0% |
| YTD | -81.3% | -25.4% | -55.9% | -83.0% |
| 1Y | -84.8% | -26.2% | -58.6% | -85.6% |
| All | -84.8% | -26.0% | -58.8% | -85.6% |
Cumulative growth
Daily Returns
Daily percentage return beside LII.
Daily Out/Under-Performance
Portfolio return minus LII return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LII 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 LII 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