+690.7%
LITE vs PCOR
-10.0%
+700.7%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.9% | +19.7% | -27.5% | -12.5% |
| 7D | -31.4% | +21.8% | -53.3% | -35.3% |
| 30D | -42.6% | +39.5% | -82.1% | -47.8% |
| 3M | -26.2% | +35.2% | -61.5% | -33.4% |
| 6M | -35.8% | +21.7% | -57.5% | -41.0% |
| YTD | +70.0% | +3.9% | +66.1% | +61.4% |
| 1Y | +232.7% | +6.9% | +225.8% | +213.1% |
| 3Y | +1,365.7% | +44.8% | +1,321.0% | +1,145.7% |
| 5Y | +609.5% | -21.9% | +631.4% | +519.6% |
| All | +690.7% | -10.0% | +700.7% | +589.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling