+512.2%
LITE vs OWL
+15.5%
+496.7%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OWL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -0.7% | +6.4% | +5.9% |
| 7D | -35.9% | -4.9% | -31.0% | -34.6% |
| 30D | -51.5% | +7.8% | -59.3% | -53.0% |
| 3M | -35.7% | -12.7% | -23.1% | -33.1% |
| 6M | -43.0% | -2.8% | -40.2% | -43.5% |
| YTD | +46.1% | -30.1% | +76.2% | +62.4% |
| 1Y | +124.7% | -29.1% | +153.8% | +147.9% |
| 3Y | +1,172.1% | -12.3% | +1,184.3% | +1,306.8% |
| 5Y | +477.0% | -27.5% | +504.6% | +507.6% |
| All | +512.2% | +15.5% | +496.7% | +525.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling