+1,533.3%
LITE vs COR
+534.3%
+999.0%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.7% | +3.7% | +7.0% | +9.8% |
| 7D | -12.9% | +2.3% | -15.2% | -13.3% |
| 30D | -46.0% | +6.8% | -52.7% | -46.9% |
| 3M | -33.0% | +8.1% | -41.1% | -34.8% |
| 6M | -34.0% | +33.0% | -67.0% | -40.4% |
| YTD | +61.7% | +3.0% | +58.8% | +57.7% |
| 1Y | +148.3% | -3.4% | +151.7% | +147.3% |
| 3Y | +1,408.5% | +80.1% | +1,328.4% | +1,075.8% |
| 5Y | +546.2% | +194.7% | +351.4% | +306.1% |
| 10Y | +1,533.3% | +512.3% | +1,021.0% | +710.9% |
| All | +1,533.3% | +534.3% | +999.0% | +710.9% |
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