+65.5%
KO vs LII
+2.8%
+62.7%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.4% | +1.7% | +0.4% |
| 7D | +0.4% | +2.1% | -1.7% | +0.3% |
| 30D | +1.5% | -12.4% | +13.9% | +1.9% |
| 3M | +11.8% | -24.8% | +36.6% | +12.6% |
| 6M | +16.2% | -25.2% | +41.4% | +16.9% |
| YTD | +28.1% | -20.3% | +48.3% | +28.4% |
| 1Y | +34.8% | -32.9% | +67.7% | +36.0% |
| 3Y | +65.5% | +2.0% | +63.4% | +66.4% |
| All | +65.5% | +2.8% | +62.7% | +66.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling