+229.3%
LSCC vs EOSE
-58.6%
+287.9%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -3.5% | +1.8% | -1.3% |
| 7D | +1.4% | +15.0% | -13.6% | -0.4% |
| 30D | -10.0% | +2.5% | -12.5% | -10.7% |
| 3M | -16.1% | -33.7% | +17.6% | -12.7% |
| 6M | +27.4% | -32.7% | +60.1% | +30.5% |
| YTD | +56.9% | -63.8% | +120.7% | +68.5% |
| 1Y | +74.6% | -40.5% | +115.1% | +74.7% |
| 3Y | +26.0% | +50.4% | -24.4% | +1.4% |
| 5Y | +86.1% | -68.6% | +154.7% | +47.4% |
| All | +229.3% | -58.6% | +287.9% | +187.1% |
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