+1,172.1%
LITE vs EOSE
-16.7%
+1,188.8%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -7.4% | +13.1% | +6.9% |
| 7D | -35.9% | -7.9% | -28.0% | -35.0% |
| 30D | -51.5% | -43.9% | -7.7% | -47.1% |
| 3M | -35.7% | -55.8% | +20.1% | -27.7% |
| 6M | -43.0% | -73.4% | +30.4% | -31.5% |
| YTD | +46.1% | -84.8% | +130.9% | +80.8% |
| 1Y | +124.7% | -88.6% | +213.3% | +186.9% |
| 3Y | +1,172.1% | -2.8% | +1,174.9% | +1,142.3% |
| All | +1,172.1% | -16.7% | +1,188.8% | +1,142.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling