+610.9%
LITE vs OWL
-18.7%
+629.6%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OWL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.7% | -0.2% | +10.9% | +10.8% |
| 7D | +3.4% | -2.1% | +5.5% | +5.1% |
| 30D | -34.9% | +11.6% | -46.5% | -38.3% |
| 3M | -21.0% | -13.8% | -7.2% | -16.5% |
| 6M | -38.5% | +7.8% | -46.3% | -41.9% |
| YTD | +75.8% | -25.8% | +101.6% | +94.8% |
| 1Y | +156.7% | -26.5% | +183.2% | +185.7% |
| 3Y | +1,498.6% | -9.6% | +1,508.2% | +1,627.7% |
| 5Y | +610.9% | -20.8% | +631.7% | +624.6% |
| All | +610.9% | -18.7% | +629.6% | +624.6% |
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 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