+232.7%
LITE vs OWL
-28.0%
+260.8%
-44.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OWL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.9% | +3.1% | -11.0% | -8.0% |
| 7D | -31.4% | +10.1% | -41.6% | -32.0% |
| 30D | -42.6% | +18.7% | -61.3% | -43.4% |
| 3M | -26.2% | -6.2% | -20.0% | -26.2% |
| 6M | -35.8% | +9.8% | -45.6% | -36.6% |
| YTD | +70.0% | -24.2% | +94.2% | +69.9% |
| 1Y | +232.7% | -26.6% | +259.3% | +242.6% |
| All | +232.7% | -28.0% | +260.8% | +242.6% |
Cumulative growth
Daily Returns
Daily percentage return beside OWL.
Daily Out/Under-Performance
Portfolio return minus OWL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OWL 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 1y: compounded portfolio wealth divided by compounded OWL 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…
1y analysis · Full analysis span regression · 6 months rolling