+1,670.7%
LITE vs LOW
+303.6%
+1,367.0%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.7% | -0.1% | +10.8% | +10.7% |
| 7D | +3.4% | +1.0% | +2.4% | +3.2% |
| 30D | -34.9% | +25.6% | -60.5% | -41.3% |
| 3M | -21.0% | +5.3% | -26.4% | -23.9% |
| 6M | -38.5% | +3.7% | -42.2% | -41.2% |
| YTD | +75.8% | -1.9% | +77.7% | +68.5% |
| 1Y | +156.7% | +0.6% | +156.1% | +142.2% |
| 3Y | +1,498.6% | +26.4% | +1,472.1% | +1,229.6% |
| 5Y | +610.9% | +10.1% | +600.8% | +520.6% |
| 10Y | +1,670.7% | +301.3% | +1,369.4% | +768.7% |
| All | +1,670.7% | +303.6% | +1,367.0% | +768.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling