+42.2%
LLY vs EOSE
-88.8%
+131.0%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +5.5% | -4.3% | +1.4% |
| 7D | +6.7% | +9.8% | -3.0% | +7.0% |
| 30D | +19.6% | -2.1% | +21.6% | +19.7% |
| 3M | +19.7% | -54.1% | +73.8% | +17.6% |
| 6M | +42.7% | -76.9% | +119.7% | +39.2% |
| YTD | +35.1% | -83.3% | +118.5% | +30.5% |
| 1Y | +42.2% | -87.4% | +129.6% | +36.0% |
| All | +42.2% | -88.8% | +131.0% | +36.0% |
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 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