+1,568.0%
LITE vs COR
+469.4%
+1,098.6%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -0.1% | -3.5% | -3.6% |
| 7D | +22.6% | +2.9% | +19.7% | +21.7% |
| 30D | -36.8% | +5.8% | -42.6% | -37.7% |
| 3M | -33.0% | +11.4% | -44.4% | -35.1% |
| 6M | -37.1% | +34.5% | -71.5% | -43.4% |
| YTD | +69.5% | +4.1% | +65.4% | +64.7% |
| 1Y | +146.1% | -3.1% | +149.2% | +145.0% |
| 3Y | +1,440.8% | +80.9% | +1,360.0% | +1,095.2% |
| 5Y | +580.4% | +195.1% | +385.3% | +324.4% |
| All | +1,568.0% | +469.4% | +1,098.6% | +681.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling