-47.1%
EOSE vs LPLA
+0.7%
-47.8%
-84.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.9% | -0.3% | +11.2% | +11.0% |
| 7D | +19.0% | -3.1% | +22.1% | +20.9% |
| 30D | +1.6% | -0.1% | +1.7% | +1.5% |
| 3M | -52.0% | +23.2% | -75.2% | -57.9% |
| 6M | -42.5% | +15.5% | -58.1% | -47.6% |
| YTD | -66.1% | +0.9% | -67.0% | -64.7% |
| 1Y | -47.1% | +0.2% | -47.3% | -45.9% |
| All | -47.1% | +0.7% | -47.8% | -45.9% |
Cumulative growth
Daily Returns
Daily percentage return beside LPLA.
Daily Out/Under-Performance
Portfolio return minus LPLA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LPLA 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 LPLA 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