+230.6%
LSCC vs EOSE
-61.3%
+291.9%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +10.9% | -8.9% | +0.7% |
| 7D | +1.3% | +19.0% | -17.7% | -1.0% |
| 30D | -9.7% | +1.6% | -11.2% | -10.2% |
| 3M | -23.7% | -52.0% | +28.3% | -17.6% |
| 6M | +26.5% | -42.5% | +69.0% | +32.0% |
| YTD | +57.5% | -66.1% | +123.7% | +70.6% |
| 1Y | +75.7% | -47.1% | +122.8% | +78.3% |
| 3Y | +19.5% | +0.8% | +18.7% | +0.7% |
| 5Y | +83.8% | -71.7% | +155.4% | +47.2% |
| All | +230.6% | -61.3% | +291.9% | +190.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling