+579.4%
LITE vs PCOR
-10.3%
+589.8%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -0.4% | +6.0% | +5.8% |
| 7D | -35.9% | +22.7% | -58.7% | -39.7% |
| 30D | -51.5% | +37.5% | -89.0% | -55.8% |
| 3M | -35.7% | +35.2% | -70.9% | -42.0% |
| 6M | -43.0% | +42.2% | -85.2% | -50.1% |
| YTD | +46.1% | +3.6% | +42.6% | +38.8% |
| 1Y | +124.7% | -4.8% | +129.5% | +121.4% |
| 3Y | +1,172.1% | +48.3% | +1,123.7% | +973.9% |
| 5Y | +477.0% | -20.1% | +497.1% | +403.2% |
| All | +579.4% | -10.3% | +589.8% | +493.0% |
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