+177.9%
KO vs LII
+170.6%
+7.3%
-37.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.8% | +1.2% | +0.5% |
| 7D | -1.1% | -3.5% | +2.4% | -0.5% |
| 30D | +1.6% | -13.5% | +15.1% | +4.2% |
| 3M | +5.8% | -26.0% | +31.8% | +10.7% |
| 6M | +14.3% | -26.8% | +41.1% | +19.3% |
| YTD | +27.3% | -22.9% | +50.2% | +31.1% |
| 1Y | +33.2% | -32.6% | +65.8% | +40.7% |
| 3Y | +64.5% | -1.3% | +65.8% | +52.6% |
| 5Y | +83.1% | +23.1% | +60.1% | +56.0% |
| All | +177.9% | +170.6% | +7.3% | +85.4% |
Cumulative growth
Daily Returns
Daily percentage return beside LII.
Daily Out/Under-Performance
Portfolio return minus LII return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LII 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 LII 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