-58.8%
EOSE vs LPLA
+343.9%
-402.7%
-97.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -0.2% | -3.3% | -3.4% |
| 7D | +15.0% | -1.5% | +16.5% | +15.7% |
| 30D | +2.5% | -6.0% | +8.4% | +5.7% |
| 3M | -33.7% | +21.4% | -55.1% | -41.6% |
| 6M | -32.7% | +12.1% | -44.8% | -38.7% |
| YTD | -63.8% | -1.8% | -61.9% | -64.0% |
| 1Y | -40.5% | +3.2% | -43.7% | -42.4% |
| 3Y | +50.4% | +45.9% | +4.4% | +13.8% |
| 5Y | -68.6% | +144.7% | -213.2% | -83.6% |
| All | -58.8% | +343.9% | -402.7% | -76.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling