+584.8%
KO vs LII
+2,817.4%
-2,232.6%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.1% | +0.7% | +1.7% |
| 7D | +3.7% | +2.9% | +0.8% | +3.3% |
| 30D | +8.1% | +0.9% | +7.2% | +7.8% |
| 3M | +14.2% | -15.5% | +29.7% | +16.7% |
| 6M | +25.2% | -30.2% | +55.4% | +30.4% |
| YTD | +44.7% | -26.8% | +71.6% | +49.1% |
| 1Y | +43.4% | -25.3% | +68.6% | +47.2% |
| 3Y | +90.1% | -7.8% | +97.8% | +85.9% |
| 5Y | +103.0% | +17.0% | +86.0% | +88.8% |
| 10Y | +229.8% | +169.9% | +59.9% | +170.4% |
| All | +584.8% | +2,817.4% | -2,232.6% | +321.3% |
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