+1,402.3%
LITE vs COR
+524.4%
+877.9%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -1.8% | +7.5% | +6.1% |
| 7D | -35.9% | +0.8% | -36.8% | -36.1% |
| 30D | -51.5% | +5.1% | -56.7% | -52.2% |
| 3M | -35.7% | +2.8% | -38.6% | -36.6% |
| 6M | -43.0% | +32.5% | -75.5% | -48.5% |
| YTD | +46.1% | -0.7% | +46.8% | +43.8% |
| 1Y | +124.7% | -6.7% | +131.4% | +125.6% |
| 3Y | +1,172.1% | +73.7% | +1,098.3% | +905.4% |
| 5Y | +477.0% | +177.9% | +299.2% | +273.1% |
| All | +1,402.3% | +524.4% | +877.9% | +674.6% |
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