+562.5%
LITE vs COR
+203.9%
+358.6%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +3.0% | -7.4% | -4.4% |
| 7D | +10.8% | +7.8% | +2.9% | +10.9% |
| 30D | -33.4% | +7.0% | -40.4% | -33.2% |
| 3M | -32.2% | +16.3% | -48.5% | -32.0% |
| 6M | -42.1% | +41.3% | -83.4% | -43.6% |
| YTD | +61.9% | +7.1% | +54.7% | +63.6% |
| 1Y | +163.0% | -0.8% | +163.8% | +167.3% |
| 3Y | +1,358.0% | +85.0% | +1,273.0% | +1,235.4% |
| All | +562.5% | +203.9% | +358.6% | +383.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling