-66.4%
EOSE vs LTH
+150.3%
-216.7%
-94.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -0.6% | -3.2% | -3.6% |
| 7D | +14.0% | -3.7% | +17.7% | +15.8% |
| 30D | -5.9% | -5.3% | -0.6% | -3.7% |
| 3M | -34.3% | +24.2% | -58.5% | -41.1% |
| 6M | -37.8% | +54.8% | -92.6% | -50.2% |
| YTD | -65.2% | +56.1% | -121.2% | -72.7% |
| 1Y | -41.9% | +45.5% | -87.5% | -53.3% |
| 3Y | +44.6% | +155.9% | -111.3% | -15.2% |
| All | -66.4% | +150.3% | -216.7% | -82.8% |
Cumulative growth
Daily Returns
Daily percentage return beside LTH.
Daily Out/Under-Performance
Portfolio return minus LTH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LTH 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 10y: compounded portfolio wealth divided by compounded LTH 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…
10y analysis · Full analysis span regression · 6 months rolling