+162.9%
LII vs TKO
+1,112.7%
-949.8%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.7% | +2.0% | -0.3% |
| 7D | -0.2% | +2.6% | -2.8% | -0.6% |
| 30D | -0.6% | +11.6% | -12.2% | -2.4% |
| 3M | -17.0% | -0.1% | -16.9% | -17.1% |
| 6M | -31.1% | +6.7% | -37.8% | -32.2% |
| YTD | -27.7% | -6.0% | -21.6% | -27.3% |
| 1Y | -26.2% | +8.5% | -34.7% | -27.6% |
| 3Y | -9.6% | +150.9% | -160.6% | -22.3% |
| 5Y | +15.7% | +274.0% | -258.4% | -8.0% |
| All | +162.9% | +1,112.7% | -949.8% | +80.0% |
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