+568.7%
KO vs LII
+2,783.5%
-2,214.8%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.4% | +1.4% | +1.0% |
| 7D | +2.2% | +0.4% | +1.8% | +2.1% |
| 30D | +10.1% | -2.4% | +12.4% | +10.3% |
| 3M | +12.2% | -17.5% | +29.7% | +15.0% |
| 6M | +25.1% | -32.8% | +58.0% | +31.1% |
| YTD | +41.3% | -27.7% | +69.0% | +45.9% |
| 1Y | +41.1% | -28.1% | +69.1% | +45.6% |
| 3Y | +86.3% | -9.7% | +95.9% | +82.7% |
| 5Y | +97.8% | +19.5% | +78.3% | +83.4% |
| 10Y | +222.7% | +170.6% | +52.1% | +164.6% |
| All | +568.7% | +2,783.5% | -2,214.8% | +312.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling