+46.5%
LNT vs EOSE
+42.6%
+3.9%
-13.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.0% | +1.0% | 0.0% |
| 7D | -1.0% | +1.8% | -2.8% | -1.1% |
| 30D | -4.2% | -6.8% | +2.6% | -4.2% |
| 3M | -6.7% | -36.3% | +29.6% | -6.3% |
| 6M | -3.6% | -38.8% | +35.2% | -3.4% |
| YTD | +5.9% | -65.5% | +71.4% | +6.6% |
| 1Y | +7.3% | -45.3% | +52.5% | +6.5% |
| 3Y | +46.5% | +44.2% | +2.3% | +34.5% |
| All | +46.5% | +42.6% | +3.9% | +34.5% |
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