+552.8%
LITE vs EAT
+361.4%
+191.3%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.7% | -1.5% | +12.2% | +11.2% |
| 7D | -12.9% | -3.9% | -9.0% | -11.8% |
| 30D | -46.0% | +5.0% | -51.0% | -47.1% |
| 3M | -33.0% | -9.6% | -23.4% | -31.2% |
| 6M | -34.0% | +46.8% | -80.8% | -44.0% |
| YTD | +61.7% | +41.8% | +19.9% | +38.4% |
| 1Y | +148.3% | +98.3% | +50.0% | +88.4% |
| 3Y | +1,408.5% | +503.1% | +905.5% | +691.9% |
| All | +552.8% | +361.4% | +191.3% | +250.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling