-6.1%
LVS vs EOSE
-58.6%
+52.5%
-54.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -3.5% | +2.0% | -1.3% |
| 7D | -2.7% | +15.0% | -17.7% | -3.5% |
| 30D | -4.7% | +2.5% | -7.2% | -5.1% |
| 3M | -15.6% | -33.7% | +18.1% | -14.3% |
| 6M | -18.6% | -32.7% | +14.1% | -18.3% |
| YTD | -32.3% | -63.8% | +31.5% | -30.4% |
| 1Y | -18.0% | -40.5% | +22.5% | -19.4% |
| 3Y | -5.8% | +50.4% | -56.2% | -18.7% |
| 5Y | +5.7% | -68.6% | +74.3% | -8.3% |
| All | -6.1% | -58.6% | +52.5% | -9.2% |
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