+165.9%
LII vs TKO
+1,121.1%
-955.2%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.7% | +0.4% | +1.0% |
| 7D | +2.9% | +2.3% | +0.6% | +2.5% |
| 30D | +0.9% | +13.4% | -12.5% | -1.2% |
| 3M | -15.5% | -1.7% | -13.8% | -15.4% |
| 6M | -30.2% | +7.2% | -37.4% | -31.3% |
| YTD | -26.8% | -5.4% | -21.5% | -26.6% |
| 1Y | -25.3% | +8.7% | -34.0% | -26.7% |
| 3Y | -7.8% | +150.4% | -158.2% | -20.7% |
| 5Y | +17.0% | +276.6% | -259.6% | -7.0% |
| All | +165.9% | +1,121.1% | -955.2% | +81.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TKO.
Daily Out/Under-Performance
Portfolio return minus TKO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TKO 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 10y: compounded portfolio wealth divided by compounded TKO 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…
10y analysis · Full analysis span regression · 6 months rolling