-67.8%
EOSE vs LII
+25.8%
-93.6%
-95.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.8% | -1.4% | +12.2% | +11.7% |
| 7D | +41.4% | +2.1% | +39.3% | +39.3% |
| 30D | +3.6% | -12.4% | +16.0% | +12.3% |
| 3M | -35.7% | -24.8% | -10.9% | -25.6% |
| 6M | -29.9% | -25.2% | -4.7% | -19.4% |
| YTD | -62.5% | -20.3% | -42.2% | -59.8% |
| 1Y | -37.4% | -32.9% | -4.5% | -24.0% |
| 3Y | +55.8% | +2.0% | +53.8% | +29.9% |
| 5Y | -67.8% | +24.4% | -92.3% | -82.9% |
| All | -67.8% | +25.8% | -93.6% | -82.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling