+124.7%
LITE vs PCOR
-2.3%
+127.0%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -0.4% | +6.0% | +5.6% |
| 7D | -35.9% | +22.7% | -58.7% | -30.8% |
| 30D | -51.5% | +37.5% | -89.0% | -45.8% |
| 3M | -35.7% | +35.2% | -70.9% | -27.9% |
| 6M | -43.0% | +42.2% | -85.2% | -32.0% |
| YTD | +46.1% | +3.6% | +42.6% | +102.6% |
| 1Y | +124.7% | -4.8% | +129.5% | +265.9% |
| All | +124.7% | -2.3% | +127.0% | +265.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling