+3,068.2%
LITE vs LOW
+309.6%
+2,758.6%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -1.2% | +6.9% | +6.1% |
| 7D | -35.9% | +7.4% | -43.3% | -38.1% |
| 30D | -51.5% | +24.5% | -76.0% | -56.1% |
| 3M | -35.7% | +3.5% | -39.2% | -37.6% |
| 6M | -43.0% | -2.6% | -40.4% | -44.1% |
| YTD | +46.1% | -4.8% | +51.0% | +41.8% |
| 1Y | +124.7% | -0.8% | +125.5% | +113.0% |
| 3Y | +1,172.1% | +22.8% | +1,149.2% | +980.4% |
| 5Y | +477.0% | +5.3% | +471.7% | +416.7% |
| 10Y | +1,465.7% | +309.5% | +1,156.2% | +686.2% |
| All | +3,068.2% | +309.6% | +2,758.6% | +1,589.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling