-6.9%
LVS vs EOSE
+42.6%
-49.5%
-44.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.0% | +1.5% | +0.6% |
| 7D | -3.5% | +1.8% | -5.3% | -3.5% |
| 30D | -6.2% | -6.8% | +0.6% | -6.2% |
| 3M | -14.8% | -36.3% | +21.5% | -14.1% |
| 6M | -20.9% | -38.8% | +17.9% | -20.5% |
| YTD | -33.0% | -65.5% | +32.5% | -32.2% |
| 1Y | -20.0% | -45.3% | +25.3% | -20.6% |
| 3Y | -6.9% | +44.2% | -51.1% | -12.5% |
| All | -6.9% | +42.6% | -49.5% | -12.5% |
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