+146.1%
LITE vs EOSE
-90.5%
+236.6%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -9.0% | +5.4% | -1.0% |
| 7D | +22.6% | -3.7% | +26.3% | +23.6% |
| 30D | -36.8% | -22.0% | -14.8% | -32.8% |
| 3M | -33.0% | -57.3% | +24.3% | -17.6% |
| 6M | -37.1% | -77.7% | +40.6% | -12.3% |
| YTD | +69.5% | -84.2% | +153.7% | +125.3% |
| 1Y | +146.1% | -89.5% | +235.6% | +283.6% |
| All | +146.1% | -90.5% | +236.6% | +283.6% |
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