+220.5%
LSCC vs EOSE
-81.0%
+301.4%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | +5.5% | -11.0% | -6.2% |
| 7D | +7.0% | +9.8% | -2.8% | +5.7% |
| 30D | -2.3% | -2.1% | -0.3% | -2.7% |
| 3M | -12.5% | -54.1% | +41.6% | -5.1% |
| 6M | -10.6% | -76.9% | +66.3% | +4.3% |
| YTD | +52.7% | -83.3% | +136.0% | +78.7% |
| 1Y | +74.0% | -87.4% | +161.4% | +108.9% |
| 3Y | +104.8% | +61.9% | +42.9% | +64.0% |
| 5Y | +36.2% | -82.1% | +118.3% | +15.6% |
| All | +220.5% | -81.0% | +301.4% | +204.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling