+580.4%
LITE vs EOG
+109.0%
+471.4%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EOG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +1.2% | -4.8% | -3.9% |
| 7D | +22.6% | +7.4% | +15.1% | +20.4% |
| 30D | -36.8% | +2.3% | -39.1% | -36.9% |
| 3M | -33.0% | +9.5% | -42.5% | -34.6% |
| 6M | -37.1% | +17.7% | -54.7% | -40.2% |
| YTD | +69.5% | +52.9% | +16.6% | +47.5% |
| 1Y | +146.1% | +47.7% | +98.4% | +116.4% |
| 3Y | +1,440.8% | +41.1% | +1,399.7% | +1,277.5% |
| 5Y | +580.4% | +108.2% | +472.2% | +479.6% |
| All | +580.4% | +109.0% | +471.4% | +479.6% |
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 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