+5,083.9%
LITE vs COR
+308.1%
+4,775.8%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -1.9% | +5.9% | +4.5% |
| 7D | -1.5% | +2.8% | -4.3% | -2.3% |
| 30D | +6.7% | +4.5% | +2.1% | +5.0% |
| 3M | -6.8% | +22.7% | -29.4% | -13.0% |
| 6M | +29.4% | -9.7% | +39.2% | +31.8% |
| YTD | +139.1% | -1.4% | +140.5% | +136.4% |
| 1Y | +521.0% | +13.9% | +507.1% | +488.0% |
| 3Y | +1,535.3% | +94.0% | +1,441.3% | +1,163.4% |
| 5Y | +889.8% | +184.0% | +705.8% | +558.3% |
| 10Y | +2,400.7% | +406.8% | +1,994.0% | +1,245.3% |
| All | +5,083.9% | +308.1% | +4,775.8% | +2,571.3% |
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