-58.8%
EOSE vs LII
+45.5%
-104.3%
-97.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -2.4% | -1.0% | -2.2% |
| 7D | +15.0% | +0.5% | +14.5% | +14.5% |
| 30D | +2.5% | -11.2% | +13.7% | +9.2% |
| 3M | -33.7% | -28.8% | -4.9% | -21.9% |
| 6M | -32.7% | -26.9% | -5.8% | -22.8% |
| YTD | -63.8% | -22.2% | -41.6% | -60.8% |
| 1Y | -40.5% | -32.0% | -8.6% | -29.9% |
| 3Y | +50.4% | -0.4% | +50.8% | +36.6% |
| 5Y | -68.6% | +22.4% | -91.0% | -80.5% |
| All | -58.8% | +45.5% | -104.3% | -71.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling