+5,083.9%
LITE vs LOW
+270.6%
+4,813.3%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +1.3% | +2.7% | +3.5% |
| 7D | -1.5% | -1.7% | +0.2% | -0.8% |
| 30D | +6.7% | -7.0% | +13.7% | +9.6% |
| 3M | -6.8% | -0.9% | -5.9% | -8.2% |
| 6M | +29.4% | -20.1% | +49.5% | +39.3% |
| YTD | +139.1% | -13.9% | +153.0% | +144.9% |
| 1Y | +521.0% | -21.1% | +542.1% | +560.8% |
| 3Y | +1,535.3% | -6.6% | +1,541.9% | +1,490.7% |
| 5Y | +889.8% | +9.4% | +880.5% | +775.7% |
| 10Y | +2,400.7% | +220.5% | +2,180.2% | +1,259.1% |
| All | +5,083.9% | +270.6% | +4,813.3% | +2,816.9% |
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 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