+2,898.2%
LITE vs COR
+318.8%
+2,579.4%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.7% | -4.0% | -14.6% | -17.7% |
| 7D | -44.6% | +2.8% | -47.3% | -44.9% |
| 30D | -55.0% | +7.4% | -62.4% | -55.8% |
| 3M | -38.3% | +7.3% | -45.6% | -39.8% |
| 6M | -48.8% | +11.5% | -60.3% | -51.1% |
| YTD | +38.3% | +1.2% | +37.1% | +35.6% |
| 1Y | +119.0% | -3.3% | +122.3% | +117.8% |
| 3Y | +1,092.0% | +78.5% | +1,013.5% | +851.3% |
| 5Y | +446.1% | +183.0% | +263.1% | +264.2% |
| 10Y | +1,381.7% | +545.4% | +836.3% | +662.0% |
| All | +2,898.2% | +318.8% | +2,579.4% | +1,432.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling