+504.1%
KO vs LII
+3,124.4%
-2,620.3%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.2% | -2.0% | -1.0% |
| 7D | -1.8% | -0.7% | -1.0% | -1.7% |
| 30D | +1.4% | -12.6% | +14.0% | +3.3% |
| 3M | +15.4% | -24.4% | +39.8% | +19.2% |
| 6M | +14.3% | -28.7% | +43.0% | +18.7% |
| YTD | +27.7% | -19.1% | +46.8% | +30.0% |
| 1Y | +32.7% | -29.7% | +62.4% | +37.5% |
| 3Y | +62.2% | +4.8% | +57.4% | +55.8% |
| 5Y | +80.0% | +24.6% | +55.4% | +66.3% |
| 10Y | +175.6% | +169.2% | +6.4% | +126.0% |
| All | +504.1% | +3,124.4% | -2,620.3% | +267.1% |
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