+92.7%
LLY vs EOSE
+49.8%
+42.9%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -3.5% | +3.5% | +0.1% |
| 7D | -3.1% | +15.0% | -18.1% | -3.2% |
| 30D | -8.6% | +2.5% | -11.1% | -8.7% |
| 3M | -1.6% | -33.7% | +32.1% | -1.2% |
| 6M | +11.8% | -32.7% | +44.6% | +11.9% |
| YTD | +5.1% | -63.8% | +68.9% | +5.9% |
| 1Y | +50.7% | -40.5% | +91.3% | +48.9% |
| All | +92.7% | +49.8% | +42.9% | +84.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling