+1,533.3%
LITE vs LOW
+328.1%
+1,205.2%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.7% | +3.4% | +7.3% | +9.4% |
| 7D | -12.9% | +6.4% | -19.3% | -15.2% |
| 30D | -46.0% | +25.6% | -71.5% | -51.3% |
| 3M | -33.0% | +4.6% | -37.6% | -35.2% |
| 6M | -34.0% | +2.5% | -36.6% | -36.7% |
| YTD | +61.7% | -1.6% | +63.4% | +54.9% |
| 1Y | +148.3% | +1.7% | +146.6% | +132.9% |
| 3Y | +1,408.5% | +29.4% | +1,379.1% | +1,141.3% |
| 5Y | +546.2% | +9.6% | +536.6% | +465.9% |
| 10Y | +1,533.3% | +313.3% | +1,220.0% | +744.9% |
| All | +1,533.3% | +328.1% | +1,205.2% | +744.9% |
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