+2,502.5%
LITE vs LOW
+224.9%
+2,277.6%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.0% | -1.8% | +12.8% | +11.8% |
| 7D | +12.6% | +0.4% | +12.2% | +12.3% |
| 30D | +9.9% | -10.1% | +20.0% | +14.6% |
| 3M | +9.3% | -2.9% | +12.1% | +8.5% |
| 6M | +75.2% | -19.4% | +94.6% | +87.8% |
| YTD | +165.5% | -15.4% | +180.9% | +174.0% |
| 1Y | +555.0% | -24.9% | +579.9% | +615.1% |
| 3Y | +1,870.5% | -7.8% | +1,878.3% | +1,820.0% |
| 5Y | +1,009.8% | +8.4% | +1,001.4% | +874.3% |
| 10Y | +2,502.5% | +226.8% | +2,275.7% | +1,279.4% |
| All | +2,502.5% | +224.9% | +2,277.6% | +1,279.4% |
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