-89.3%
EOSE vs LII
-27.8%
-61.5%
-91.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | +14.4% | +0.8% | +13.6% | +14.1% |
| 7D | -7.0% | -2.3% | -4.7% | -6.1% |
| 30D | -16.7% | -1.7% | -15.1% | -16.6% |
| 3M | -53.1% | -18.3% | -34.8% | -49.9% |
| 6M | -76.8% | -32.3% | -44.5% | -74.1% |
| YTD | -82.6% | -27.1% | -55.5% | -84.2% |
| 1Y | -89.3% | -27.2% | -62.1% | -89.9% |
| All | -89.3% | -27.8% | -61.5% | -89.9% |
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