+1,331.0%
LITE vs LOW
+27.6%
+1,303.4%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.1% | -1.7% | -1.8% |
| 7D | -13.9% | +8.7% | -22.6% | -13.8% |
| 30D | -46.9% | +25.5% | -72.4% | -47.4% |
| 3M | -28.0% | +6.6% | -34.6% | -27.3% |
| 6M | -35.2% | +2.4% | -37.6% | -33.9% |
| YTD | +58.9% | -1.7% | +60.6% | +58.6% |
| 1Y | +125.3% | +1.7% | +123.6% | +118.9% |
| All | +1,331.0% | +27.6% | +1,303.4% | +933.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling