+543.0%
LITE vs PCOR
-10.0%
+553.0%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.7% | 0.0% | -18.7% | -18.7% |
| 7D | -44.6% | +23.7% | -68.3% | -47.9% |
| 30D | -55.0% | +39.0% | -94.0% | -59.1% |
| 3M | -38.3% | +35.8% | -74.1% | -44.4% |
| 6M | -48.8% | +38.2% | -87.0% | -54.7% |
| YTD | +38.3% | +3.9% | +34.4% | +31.2% |
| 1Y | +119.0% | +5.7% | +113.3% | +106.9% |
| 3Y | +1,092.0% | +44.8% | +1,047.2% | +913.1% |
| 5Y | +446.1% | -19.8% | +465.8% | +375.9% |
| All | +543.0% | -10.0% | +553.0% | +460.7% |
Cumulative growth
Daily Returns
Daily percentage return beside PCOR.
Daily Out/Under-Performance
Portfolio return minus PCOR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PCOR 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 10y: compounded portfolio wealth divided by compounded PCOR 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…
10y analysis · Full analysis span regression · 6 months rolling