+982.4%
LITE vs EOSE
-61.3%
+1,043.7%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +10.9% | -6.9% | +2.7% |
| 7D | -1.5% | +19.0% | -20.6% | -3.7% |
| 30D | +6.7% | +1.6% | +5.1% | +6.1% |
| 3M | -6.8% | -52.0% | +45.2% | +0.3% |
| 6M | +29.4% | -42.5% | +72.0% | +35.6% |
| YTD | +139.1% | -66.1% | +205.2% | +158.3% |
| 1Y | +521.0% | -47.1% | +568.1% | +537.6% |
| 3Y | +1,535.3% | +0.8% | +1,534.5% | +1,357.4% |
| 5Y | +889.8% | -71.7% | +961.5% | +733.8% |
| All | +982.4% | -61.3% | +1,043.7% | +818.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling