-45.3%
EOSE vs LPLA
+3.8%
-49.1%
-84.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.9% | -2.9% | -1.9% |
| 7D | +1.8% | -1.5% | +3.3% | +2.4% |
| 30D | -6.8% | -6.0% | -0.8% | -4.0% |
| 3M | -36.3% | +24.0% | -60.3% | -44.9% |
| 6M | -38.8% | +17.0% | -55.8% | -45.6% |
| YTD | -65.5% | -0.7% | -64.9% | -63.6% |
| 1Y | -45.3% | +2.1% | -47.4% | -44.0% |
| All | -45.3% | +3.8% | -49.1% | -44.0% |
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