+1,563.7%
LITE vs COR
+93.9%
+1,469.8%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -1.9% | +5.9% | +3.6% |
| 7D | -1.5% | +2.8% | -4.3% | -1.0% |
| 30D | +6.7% | +4.5% | +2.1% | +7.6% |
| 3M | -6.8% | +22.7% | -29.4% | -5.1% |
| 6M | +29.4% | -9.7% | +39.2% | +30.4% |
| YTD | +139.1% | -1.4% | +140.5% | +143.2% |
| 1Y | +521.0% | +13.9% | +507.1% | +566.4% |
| All | +1,563.7% | +93.9% | +1,469.8% | +2,251.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling