-82.7%
EOSE vs LII
+35.2%
-118.0%
-97.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.4% | -0.4% | -7.0% | -7.2% |
| 7D | -8.4% | +0.4% | -8.8% | -8.2% |
| 30D | -31.0% | -2.4% | -28.6% | -30.4% |
| 3M | -57.0% | -17.5% | -39.5% | -52.6% |
| 6M | -78.3% | -32.8% | -45.4% | -73.7% |
| YTD | -84.8% | -27.7% | -57.1% | -83.0% |
| 1Y | -90.9% | -28.1% | -62.9% | -89.7% |
| 3Y | +35.9% | -9.7% | +45.6% | +30.4% |
| 5Y | -84.1% | +19.5% | -103.5% | -89.6% |
| All | -82.7% | +35.2% | -118.0% | -87.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling