+829.3%
LLY vs EOSE
-61.3%
+890.6%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +10.9% | -11.7% | -1.0% |
| 7D | -2.1% | +19.0% | -21.2% | -2.4% |
| 30D | -1.6% | +1.6% | -3.2% | -1.7% |
| 3M | +2.3% | -52.0% | +54.3% | +3.2% |
| 6M | +14.9% | -42.5% | +57.4% | +15.2% |
| YTD | +7.5% | -66.1% | +73.6% | +8.3% |
| 1Y | +55.7% | -47.1% | +102.8% | +55.0% |
| 3Y | +110.6% | +0.8% | +109.8% | +104.3% |
| 5Y | +363.4% | -71.7% | +435.1% | +322.2% |
| All | +829.3% | -61.3% | +890.6% | +786.2% |
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