+632.2%
LITE vs EOSE
-81.3%
+713.5%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.7% | +8.0% | +2.6% | +9.7% |
| 7D | -12.9% | +6.8% | -19.7% | -13.6% |
| 30D | -46.0% | -25.4% | -20.6% | -44.1% |
| 3M | -33.0% | -54.7% | +21.7% | -27.0% |
| 6M | -34.0% | -76.5% | +42.5% | -22.9% |
| YTD | +61.7% | -83.6% | +145.3% | +89.8% |
| 1Y | +148.3% | -89.7% | +238.0% | +204.3% |
| 3Y | +1,408.5% | +38.7% | +1,369.8% | +1,254.5% |
| 5Y | +546.2% | -82.9% | +629.1% | +485.6% |
| All | +632.2% | -81.3% | +713.5% | +574.8% |
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