+85.8%
LSCC vs EOSE
-16.7%
+102.6%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | -7.4% | +14.6% | +8.1% |
| 7D | +13.0% | -7.9% | +20.9% | +14.0% |
| 30D | -19.8% | -43.9% | +24.0% | -14.5% |
| 3M | -18.4% | -55.8% | +37.4% | -11.0% |
| 6M | -16.1% | -73.4% | +57.3% | -4.1% |
| YTD | +42.7% | -84.8% | +127.5% | +67.6% |
| 1Y | +68.0% | -88.6% | +156.6% | +101.5% |
| 3Y | +85.8% | -2.8% | +88.6% | +81.9% |
| All | +85.8% | -16.7% | +102.6% | +81.9% |
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