+1,172.1%
LITE vs COR
+74.4%
+1,097.7%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -1.8% | +7.5% | +5.3% |
| 7D | -35.9% | +0.8% | -36.8% | -35.6% |
| 30D | -51.5% | +5.1% | -56.7% | -50.9% |
| 3M | -35.7% | +2.8% | -38.6% | -35.1% |
| 6M | -43.0% | +32.5% | -75.5% | -42.1% |
| YTD | +46.1% | -0.7% | +46.8% | +49.3% |
| 1Y | +124.7% | -6.7% | +131.4% | +127.0% |
| 3Y | +1,172.1% | +73.7% | +1,098.3% | +1,612.8% |
| All | +1,172.1% | +74.4% | +1,097.7% | +1,612.8% |
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