-61.5%
EOSE vs LII
+51.2%
-112.7%
-97.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.9% | +1.2% | +9.7% | +10.2% |
| 7D | +19.0% | -0.7% | +19.7% | +19.4% |
| 30D | +1.6% | -12.6% | +14.2% | +9.2% |
| 3M | -52.0% | -24.4% | -27.5% | -45.3% |
| 6M | -42.5% | -28.7% | -13.8% | -32.9% |
| YTD | -66.1% | -19.1% | -47.0% | -64.1% |
| 1Y | -47.1% | -29.7% | -17.4% | -38.9% |
| 3Y | +0.8% | +4.8% | -4.0% | -11.0% |
| 5Y | -71.7% | +24.6% | -96.2% | -82.9% |
| All | -61.5% | +51.2% | -112.7% | -73.7% |
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