+901.5%
LITE vs OWL
-0.3%
+901.9%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OWL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -0.8% | +4.8% | +4.4% |
| 7D | -1.5% | -2.2% | +0.7% | -0.5% |
| 30D | +6.7% | +3.7% | +3.0% | +4.0% |
| 3M | -6.8% | +17.5% | -24.3% | -14.6% |
| 6M | +29.4% | +18.5% | +10.9% | +16.2% |
| YTD | +139.1% | -16.3% | +155.4% | +151.7% |
| 1Y | +521.0% | -29.7% | +550.7% | +612.8% |
| 3Y | +1,535.3% | +14.2% | +1,521.1% | +1,512.7% |
| All | +901.5% | -0.3% | +901.9% | +833.1% |
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