+901.5%
LITE vs EOG
+173.1%
+728.4%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EOG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -0.5% | +4.5% | +4.1% |
| 7D | -1.5% | +1.3% | -2.8% | -1.9% |
| 30D | +6.7% | +8.2% | -1.5% | +4.3% |
| 3M | -6.8% | +3.8% | -10.6% | -8.2% |
| 6M | +29.4% | +15.3% | +14.1% | +22.8% |
| YTD | +139.1% | +41.7% | +97.4% | +113.3% |
| 1Y | +521.0% | +23.6% | +497.4% | +476.1% |
| 3Y | +1,535.3% | +23.3% | +1,512.0% | +1,410.8% |
| All | +901.5% | +173.1% | +728.4% | +716.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling