+2,259.5%
LITE vs EAT
+392.1%
+1,867.3%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +0.6% | +3.4% | +3.9% |
| 7D | -1.5% | 0.0% | -1.5% | -1.6% |
| 30D | +6.7% | +1.9% | +4.8% | +6.1% |
| 3M | -6.8% | +68.7% | -75.4% | -18.4% |
| 6M | +29.4% | +66.9% | -37.5% | +13.3% |
| YTD | +139.1% | +60.4% | +78.7% | +110.6% |
| 1Y | +521.0% | +44.0% | +477.0% | +457.1% |
| 3Y | +1,535.3% | +604.7% | +930.6% | +938.6% |
| 5Y | +889.8% | +347.0% | +542.8% | +560.6% |
| All | +2,259.5% | +392.1% | +1,867.3% | +1,357.1% |
Cumulative growth
Daily Returns
Daily percentage return beside EAT.
Daily Out/Under-Performance
Portfolio return minus EAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EAT 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 10y: compounded portfolio wealth divided by compounded EAT 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…
10y analysis · Full analysis span regression · 6 months rolling