+446.1%
LITE vs PCOR
-22.6%
+468.6%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.7% | 0.0% | -18.7% | -18.7% |
| 7D | -44.6% | +23.7% | -68.3% | -48.1% |
| 30D | -55.0% | +39.0% | -94.0% | -59.3% |
| 3M | -38.3% | +35.8% | -74.1% | -44.7% |
| 6M | -48.8% | +38.2% | -87.0% | -55.0% |
| YTD | +38.3% | +3.9% | +34.4% | +31.0% |
| 1Y | +119.0% | +5.7% | +113.3% | +106.5% |
| 3Y | +1,092.0% | +44.8% | +1,047.2% | +897.9% |
| 5Y | +446.1% | -19.8% | +465.8% | +373.4% |
| All | +446.1% | -22.6% | +468.6% | +373.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling