-43.0%
LITE vs CORZ
-50.0%
+7.0%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CORZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +3.3% | +2.3% | +3.2% |
| 7D | -35.9% | -11.2% | -24.7% | -29.6% |
| 30D | -51.5% | -26.2% | -25.3% | -39.2% |
| 3M | -35.7% | -44.1% | +8.4% | -2.2% |
| 6M | -43.0% | -52.3% | +9.3% | -8.0% |
| All | -43.0% | -50.0% | +7.0% | -8.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling