+125.3%
LITE vs COR
-1.5%
+126.8%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.9% | -2.6% | -1.7% |
| 7D | -13.9% | +2.4% | -16.3% | -13.5% |
| 30D | -46.9% | +7.7% | -54.6% | -46.1% |
| 3M | -28.0% | +7.5% | -35.5% | -27.2% |
| 6M | -35.2% | +34.1% | -69.3% | -38.1% |
| YTD | +58.9% | +3.9% | +55.0% | +61.6% |
| 1Y | +125.3% | -3.6% | +129.0% | +151.7% |
| All | +125.3% | -1.5% | +126.8% | +151.7% |
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