+62.2%
LHX vs EOSE
-60.6%
+122.8%
-38.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.0% | -0.1% | -1.1% |
| 7D | -4.3% | +1.8% | -6.1% | -4.3% |
| 30D | -15.1% | -6.8% | -8.3% | -15.1% |
| 3M | -21.0% | -36.3% | +15.3% | -20.5% |
| 6M | -32.0% | -38.8% | +6.8% | -31.8% |
| YTD | -15.3% | -65.5% | +50.2% | -14.3% |
| 1Y | -11.1% | -45.3% | +34.2% | -11.0% |
| 3Y | +54.0% | +44.2% | +9.9% | +46.8% |
| 5Y | +17.1% | -69.5% | +86.6% | +6.3% |
| All | +62.2% | -60.6% | +122.8% | +55.6% |
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