+1,402.3%
LITE vs EOG
+118.2%
+1,284.2%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EOG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +1.5% | +4.1% | +5.3% |
| 7D | -35.9% | -11.1% | -24.8% | -33.7% |
| 30D | -51.5% | +2.7% | -54.2% | -51.8% |
| 3M | -35.7% | +8.8% | -44.5% | -37.4% |
| 6M | -43.0% | +10.8% | -53.8% | -45.0% |
| YTD | +46.1% | +44.6% | +1.6% | +29.9% |
| 1Y | +124.7% | +44.6% | +80.1% | +99.6% |
| 3Y | +1,172.1% | +29.5% | +1,142.6% | +1,064.1% |
| 5Y | +477.0% | +96.3% | +380.7% | +358.2% |
| All | +1,402.3% | +118.2% | +1,284.2% | +1,055.0% |
Cumulative growth
Daily Returns
Daily percentage return beside EOG.
Daily Out/Under-Performance
Portfolio return minus EOG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EOG 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 EOG 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