+467.5%
LITE vs EOSE
-43.4%
+510.9%
-42.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -3.9% | -1.5% | -4.5% |
| 7D | +10.4% | +14.0% | -3.6% | +7.2% |
| 30D | +14.0% | -5.9% | +19.9% | +14.9% |
| 3M | +9.7% | -34.3% | +43.9% | +17.1% |
| 6M | +39.2% | -37.8% | +77.0% | +50.1% |
| YTD | +153.9% | -65.2% | +219.0% | +183.2% |
| 1Y | +467.5% | -41.9% | +509.4% | +533.3% |
| All | +467.5% | -43.4% | +510.9% | +533.3% |
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 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