+546.2%
LITE vs COR
+192.5%
+353.7%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.7% | +3.7% | +7.0% | +10.7% |
| 7D | -12.9% | +2.3% | -15.2% | -12.8% |
| 30D | -46.0% | +6.8% | -52.7% | -45.8% |
| 3M | -33.0% | +8.1% | -41.1% | -33.0% |
| 6M | -34.0% | +33.0% | -67.0% | -35.6% |
| YTD | +61.7% | +3.0% | +58.8% | +63.3% |
| 1Y | +148.3% | -3.4% | +151.7% | +152.0% |
| 3Y | +1,408.5% | +80.1% | +1,328.4% | +1,274.0% |
| 5Y | +546.2% | +194.7% | +351.4% | +368.7% |
| All | +546.2% | +192.5% | +353.7% | +368.7% |
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 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