+32.7%
KO vs LTH
+54.1%
-21.4%
-7.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.3% | -1.2% | -0.9% |
| 7D | -1.8% | -0.6% | -1.1% | -1.7% |
| 30D | +1.4% | -4.6% | +6.0% | +1.8% |
| 3M | +15.4% | +32.8% | -17.4% | +13.5% |
| 6M | +14.3% | +64.6% | -50.3% | +10.5% |
| YTD | +27.7% | +62.6% | -35.0% | +23.0% |
| 1Y | +32.7% | +49.9% | -17.3% | +25.1% |
| All | +32.7% | +54.1% | -21.4% | +25.1% |
Cumulative growth
Daily Returns
Daily percentage return beside LTH.
Daily Out/Under-Performance
Portfolio return minus LTH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LTH 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 1y: compounded portfolio wealth divided by compounded LTH 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…
1y analysis · Full analysis span regression · 6 months rolling