+562.5%
LITE vs OWL
-21.6%
+584.1%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OWL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | 0.0% | -4.5% | -4.5% |
| 7D | +10.8% | +1.5% | +9.2% | +10.1% |
| 30D | -33.4% | +13.4% | -46.9% | -37.5% |
| 3M | -32.2% | -21.2% | -11.0% | -24.9% |
| 6M | -42.1% | +4.0% | -46.1% | -44.4% |
| YTD | +61.9% | -29.0% | +90.9% | +83.1% |
| 1Y | +163.0% | -28.4% | +191.4% | +195.7% |
| 3Y | +1,358.0% | -14.5% | +1,372.5% | +1,515.4% |
| All | +562.5% | -21.6% | +584.1% | +591.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling