+25.0%
LEN vs EOSE
-57.1%
+82.1%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | +10.8% | -14.7% | -4.5% |
| 7D | -2.9% | +41.4% | -44.3% | -5.0% |
| 30D | -8.9% | +3.6% | -12.5% | -9.3% |
| 3M | -10.9% | -35.7% | +24.8% | -9.4% |
| 6M | -19.7% | -29.9% | +10.2% | -19.4% |
| YTD | -20.6% | -62.5% | +41.9% | -18.4% |
| 1Y | -42.4% | -37.4% | -5.0% | -43.4% |
| 3Y | -26.5% | +55.8% | -82.3% | -37.1% |
| 5Y | -10.9% | -67.8% | +56.9% | -26.6% |
| All | +25.0% | -57.1% | +82.1% | -3.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling