+565.6%
LITE vs OWL
+22.8%
+542.8%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OWL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.7% | -2.5% | -2.0% |
| 7D | -13.9% | +1.1% | -15.0% | -13.9% |
| 30D | -46.9% | +10.0% | -57.0% | -48.9% |
| 3M | -28.0% | -8.7% | -19.4% | -26.3% |
| 6M | -35.2% | +3.1% | -38.4% | -37.2% |
| YTD | +58.9% | -25.6% | +84.5% | +72.7% |
| 1Y | +125.3% | -25.5% | +150.8% | +144.6% |
| 3Y | +1,344.4% | -9.4% | +1,353.9% | +1,473.6% |
| 5Y | +541.2% | -18.2% | +559.3% | +559.3% |
| All | +565.6% | +22.8% | +542.8% | +565.0% |
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