+1,402.3%
LITE vs LOW
+304.2%
+1,098.1%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -1.2% | +6.9% | +6.1% |
| 7D | -35.9% | +7.4% | -43.3% | -38.2% |
| 30D | -51.5% | +24.5% | -76.0% | -56.3% |
| 3M | -35.7% | +3.5% | -39.2% | -37.7% |
| 6M | -43.0% | -2.6% | -40.4% | -44.1% |
| YTD | +46.1% | -4.8% | +51.0% | +41.7% |
| 1Y | +124.7% | -0.8% | +125.5% | +112.5% |
| 3Y | +1,172.1% | +22.8% | +1,149.2% | +970.7% |
| 5Y | +477.0% | +5.3% | +471.7% | +413.2% |
| All | +1,402.3% | +304.2% | +1,098.1% | +678.5% |
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 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