+232.7%
LITE vs EOSE
-85.5%
+318.2%
-44.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.9% | +12.6% | -20.5% | -11.2% |
| 7D | -31.4% | +9.7% | -41.2% | -33.3% |
| 30D | -42.6% | -34.6% | -8.0% | -36.4% |
| 3M | -26.2% | -50.8% | +24.6% | -12.9% |
| 6M | -35.8% | -66.5% | +30.7% | -17.8% |
| YTD | +70.0% | -81.3% | +151.4% | +120.4% |
| 1Y | +232.7% | -84.8% | +317.6% | +362.6% |
| All | +232.7% | -85.5% | +318.2% | +362.6% |
Cumulative growth
Daily Returns
Daily percentage return beside EOSE.
Daily Out/Under-Performance
Portfolio return minus EOSE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EOSE 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 1y: compounded portfolio wealth divided by compounded EOSE 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…
1y analysis · Full analysis span regression · 6 months rolling