+667.2%
LITE vs EOSE
-82.0%
+749.1%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -9.0% | +5.4% | -2.5% |
| 7D | +22.6% | -3.7% | +26.3% | +23.1% |
| 30D | -36.8% | -22.0% | -14.8% | -35.0% |
| 3M | -33.0% | -57.3% | +24.3% | -26.4% |
| 6M | -37.1% | -77.7% | +40.6% | -26.1% |
| YTD | +69.5% | -84.2% | +153.7% | +99.8% |
| 1Y | +146.1% | -89.5% | +235.6% | +201.5% |
| 3Y | +1,440.8% | +41.4% | +1,399.4% | +1,283.9% |
| 5Y | +580.4% | -83.0% | +663.5% | +518.4% |
| All | +667.2% | -82.0% | +749.1% | +610.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling