+232.7%
LITE vs COR
+5.5%
+227.3%
-44.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.9% | +4.0% | -11.8% | -7.2% |
| 7D | -31.4% | +9.1% | -40.6% | -30.5% |
| 30D | -42.6% | +12.4% | -55.0% | -41.8% |
| 3M | -26.2% | +15.8% | -42.0% | -26.1% |
| 6M | -35.8% | +17.1% | -52.9% | -35.4% |
| YTD | +70.0% | +5.4% | +64.6% | +68.8% |
| 1Y | +232.7% | +3.5% | +229.2% | +244.3% |
| All | +232.7% | +5.5% | +227.3% | +244.3% |
Cumulative growth
Daily Returns
Daily percentage return beside COR.
Daily Out/Under-Performance
Portfolio return minus COR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COR 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 1y: compounded portfolio wealth divided by compounded COR 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…
1y analysis · Full analysis span regression · 6 months rolling