-65.0%
EOSE vs LTH
+152.0%
-217.0%
-94.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -1.7% | -1.8% | -2.8% |
| 7D | +15.0% | -4.0% | +19.0% | +16.9% |
| 30D | +2.5% | -1.7% | +4.1% | +3.2% |
| 3M | -33.7% | +28.0% | -61.7% | -41.4% |
| 6M | -32.7% | +54.1% | -86.8% | -46.0% |
| YTD | -63.8% | +57.1% | -120.9% | -71.7% |
| 1Y | -40.5% | +45.8% | -86.3% | -52.2% |
| 3Y | +50.4% | +157.6% | -107.2% | -12.1% |
| All | -65.0% | +152.0% | -217.0% | -82.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling