-10.4%
LEN vs EOSE
-70.0%
+59.6%
-56.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -1.0% | +3.2% | +2.2% |
| 7D | -4.8% | +1.8% | -6.6% | -4.9% |
| 30D | -6.6% | -6.8% | +0.3% | -6.5% |
| 3M | -15.7% | -36.3% | +20.6% | -14.2% |
| 6M | -16.6% | -38.8% | +22.1% | -15.7% |
| YTD | -21.3% | -65.5% | +44.2% | -18.8% |
| 1Y | -42.0% | -45.3% | +3.3% | -42.6% |
| 3Y | -27.9% | +44.2% | -72.1% | -38.3% |
| All | -10.4% | -70.0% | +59.6% | -31.0% |
Cumulative growth
Daily Returns
Daily percentage return beside EOSE.
Daily Out/Under-Performance
Portfolio return minus EOSE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EOSE 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 EOSE 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