+156.7%
LITE vs COR
-3.1%
+159.7%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.7% | +0.3% | +10.3% | +10.7% |
| 7D | +3.4% | -1.2% | +4.6% | +2.9% |
| 30D | -34.9% | +7.6% | -42.5% | -33.9% |
| 3M | -21.0% | +5.0% | -26.0% | -20.1% |
| 6M | -38.5% | +35.3% | -73.8% | -41.4% |
| YTD | +75.8% | +4.2% | +71.6% | +78.9% |
| 1Y | +156.7% | -3.4% | +160.1% | +187.0% |
| All | +156.7% | -3.1% | +159.7% | +187.0% |
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