+1,011.7%
LITE vs PCOR
-30.9%
+1,042.7%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -4.3% | +8.3% | +5.2% |
| 7D | -1.5% | -9.0% | +7.4% | +1.0% |
| 30D | +6.7% | +4.2% | +2.5% | +4.6% |
| 3M | -6.8% | +14.4% | -21.2% | -11.9% |
| 6M | +29.4% | +0.2% | +29.3% | +24.9% |
| YTD | +139.1% | -20.3% | +159.3% | +146.6% |
| 1Y | +521.0% | -16.1% | +537.1% | +527.3% |
| 3Y | +1,535.3% | -14.7% | +1,550.0% | +1,511.4% |
| 5Y | +889.8% | -43.2% | +933.0% | +841.7% |
| All | +1,011.7% | -30.9% | +1,042.7% | +953.6% |
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