+28.2%
LSCC vs EOSE
+36.5%
-8.3%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +10.8% | -9.5% | +0.1% |
| 7D | +5.2% | +41.4% | -36.2% | +0.7% |
| 30D | -9.6% | +3.6% | -13.3% | -10.5% |
| 3M | -17.8% | -35.7% | +17.9% | -14.6% |
| 6M | +37.4% | -29.9% | +67.3% | +39.8% |
| YTD | +59.7% | -62.5% | +122.2% | +69.0% |
| 1Y | +76.2% | -37.4% | +113.6% | +76.9% |
| 3Y | +28.2% | +55.8% | -27.6% | +17.1% |
| All | +28.2% | +36.5% | -8.3% | +17.1% |
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 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