+562.5%
LITE vs LOW
+6.6%
+555.9%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +0.1% | -4.6% | -4.5% |
| 7D | +10.8% | +1.4% | +9.4% | +10.5% |
| 30D | -33.4% | +21.7% | -55.1% | -37.2% |
| 3M | -32.2% | +5.0% | -37.3% | -33.3% |
| 6M | -42.1% | +4.6% | -46.7% | -43.7% |
| YTD | +61.9% | -3.5% | +65.4% | +58.7% |
| 1Y | +163.0% | +0.5% | +162.4% | +150.7% |
| 3Y | +1,358.0% | +24.8% | +1,333.2% | +1,115.8% |
| All | +562.5% | +6.6% | +555.9% | +484.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling