+577.7%
LITE vs OWL
+22.0%
+555.7%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OWL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.7% | +5.6% | +5.1% | +8.5% |
| 7D | -12.9% | -2.4% | -10.5% | -11.7% |
| 30D | -46.0% | +9.3% | -55.2% | -47.8% |
| 3M | -33.0% | -11.0% | -22.1% | -30.7% |
| 6M | -34.0% | +2.4% | -36.5% | -35.9% |
| YTD | +61.7% | -26.2% | +87.9% | +76.3% |
| 1Y | +148.3% | -27.4% | +175.7% | +172.4% |
| 3Y | +1,408.5% | -8.7% | +1,417.2% | +1,541.5% |
| 5Y | +546.2% | -19.3% | +565.5% | +566.4% |
| All | +577.7% | +22.0% | +555.7% | +578.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling