-31.8%
LVS vs EOSE
-85.5%
+53.7%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | +12.6% | -6.1% | +6.2% |
| 7D | +13.4% | +9.7% | +3.7% | +13.1% |
| 30D | +12.2% | -34.6% | +46.7% | +13.1% |
| 3M | -10.7% | -50.8% | +40.1% | -9.6% |
| 6M | -19.8% | -66.5% | +46.6% | -18.4% |
| YTD | -35.8% | -81.3% | +45.5% | -34.8% |
| 1Y | -31.8% | -84.8% | +53.0% | -30.3% |
| All | -31.8% | -85.5% | +53.7% | -30.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling