+45.6%
EOSE vs LPLA
+43.8%
+1.8%
-84.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -0.7% | -3.2% | -3.6% |
| 7D | +14.0% | -3.7% | +17.7% | +15.7% |
| 30D | -5.9% | -6.4% | +0.5% | -3.4% |
| 3M | -34.3% | +20.2% | -54.4% | -40.3% |
| 6M | -37.8% | +12.8% | -50.6% | -42.2% |
| YTD | -65.2% | -2.5% | -62.7% | -64.8% |
| 1Y | -41.9% | +1.9% | -43.9% | -42.1% |
| All | +45.6% | +43.8% | +1.8% | +39.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling