+129.4%
LITE vs CORZ
-38.8%
+168.1%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CORZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.7% | +8.2% | +2.5% | +5.5% |
| 7D | -12.9% | +1.7% | -14.6% | -13.7% |
| 30D | -46.0% | -17.5% | -28.5% | -38.7% |
| 3M | -33.0% | -39.5% | +6.4% | -9.0% |
| 6M | -34.0% | -44.5% | +10.5% | -7.3% |
| YTD | +61.7% | -12.6% | +74.4% | +65.7% |
| All | +129.4% | -38.8% | +168.1% | +203.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CORZ.
Daily Out/Under-Performance
Portfolio return minus CORZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CORZ 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 1y: compounded portfolio wealth divided by compounded CORZ 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…
1y analysis · Full analysis span regression · 6 months rolling