+1,587.5%
LITE vs COR
+505.6%
+1,081.9%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.9% | -2.6% | -2.0% |
| 7D | -13.9% | +2.4% | -16.3% | -14.3% |
| 30D | -46.9% | +7.7% | -54.6% | -48.0% |
| 3M | -28.0% | +7.5% | -35.5% | -29.8% |
| 6M | -35.2% | +34.1% | -69.3% | -41.7% |
| YTD | +58.9% | +3.9% | +55.0% | +54.5% |
| 1Y | +125.3% | -3.6% | +129.0% | +124.6% |
| 3Y | +1,344.4% | +80.5% | +1,263.9% | +1,021.1% |
| 5Y | +541.2% | +194.9% | +346.3% | +300.1% |
| 10Y | +1,587.5% | +486.6% | +1,100.9% | +692.5% |
| All | +1,587.5% | +505.6% | +1,081.9% | +692.5% |
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