+1,533.3%
LITE vs EOG
+120.7%
+1,412.6%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EOG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.7% | +0.9% | +9.8% | +10.5% |
| 7D | -12.9% | -6.0% | -6.9% | -11.3% |
| 30D | -46.0% | +0.9% | -46.8% | -46.0% |
| 3M | -33.0% | +10.9% | -43.9% | -35.1% |
| 6M | -34.0% | +15.8% | -49.8% | -37.2% |
| YTD | +61.7% | +45.8% | +15.9% | +43.4% |
| 1Y | +148.3% | +45.3% | +103.0% | +120.3% |
| 3Y | +1,408.5% | +36.2% | +1,372.3% | +1,263.6% |
| 5Y | +546.2% | +94.0% | +452.2% | +415.0% |
| 10Y | +1,533.3% | +120.5% | +1,412.8% | +1,144.9% |
| All | +1,533.3% | +120.7% | +1,412.6% | +1,144.9% |
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