-67.3%
EOSE vs LTH
+160.9%
-228.2%
-94.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.9% | +0.3% | +10.5% | +10.7% |
| 7D | +19.0% | -0.6% | +19.7% | +19.6% |
| 30D | +1.6% | -4.6% | +6.2% | +3.6% |
| 3M | -52.0% | +32.8% | -84.8% | -58.2% |
| 6M | -42.5% | +64.6% | -107.1% | -55.2% |
| YTD | -66.1% | +62.6% | -128.8% | -73.9% |
| 1Y | -47.1% | +49.9% | -97.1% | -58.0% |
| 3Y | +0.8% | +151.3% | -150.6% | -40.1% |
| All | -67.3% | +160.9% | -228.2% | -83.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling