+1,483.7%
LITE vs EOG
+39.1%
+1,444.6%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EOG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.7% | +1.5% | +9.2% | +10.1% |
| 7D | +3.4% | +4.6% | -1.2% | +2.0% |
| 30D | -34.9% | +2.9% | -37.7% | -35.2% |
| 3M | -21.0% | +8.0% | -29.0% | -23.2% |
| 6M | -38.5% | +17.0% | -55.4% | -43.0% |
| YTD | +75.8% | +51.1% | +24.7% | +39.1% |
| 1Y | +156.7% | +45.1% | +111.6% | +107.7% |
| All | +1,483.7% | +39.1% | +1,444.6% | +1,243.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling