+521.0%
LITE vs LOW
-20.7%
+541.7%
-42.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +1.3% | +2.7% | +4.8% |
| 7D | -1.5% | -1.7% | +0.2% | -2.8% |
| 30D | +6.7% | -7.0% | +13.7% | +1.9% |
| 3M | -6.8% | -0.9% | -5.9% | -6.0% |
| 6M | +29.4% | -20.1% | +49.5% | +19.1% |
| YTD | +139.1% | -13.9% | +153.0% | +121.5% |
| 1Y | +521.0% | -21.1% | +542.1% | +487.5% |
| All | +521.0% | -20.7% | +541.7% | +487.5% |
Cumulative growth
Daily Returns
Daily percentage return beside LOW.
Daily Out/Under-Performance
Portfolio return minus LOW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LOW 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 LOW 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