+55.7%
LLY vs EOSE
-49.1%
+104.8%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +10.9% | -11.7% | -0.7% |
| 7D | -2.1% | +19.0% | -21.2% | -1.8% |
| 30D | -1.6% | +1.6% | -3.2% | -1.5% |
| 3M | +2.3% | -52.0% | +54.3% | +1.9% |
| 6M | +14.9% | -42.5% | +57.4% | +14.3% |
| YTD | +7.5% | -66.1% | +73.6% | +6.7% |
| 1Y | +55.7% | -47.1% | +102.8% | +45.4% |
| All | +55.7% | -49.1% | +104.8% | +45.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling