+2.0%
LII vs TKO
+104.9%
-102.8%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +5.0% | -6.4% | -2.4% |
| 7D | +2.1% | +7.2% | -5.1% | +0.5% |
| 30D | -12.4% | +4.7% | -17.1% | -13.4% |
| 3M | -24.8% | -3.2% | -21.6% | -24.5% |
| 6M | -25.2% | -2.9% | -22.3% | -25.1% |
| YTD | -20.3% | -5.8% | -14.4% | -19.8% |
| 1Y | -32.9% | -1.1% | -31.9% | -33.4% |
| 3Y | +2.0% | +111.1% | -109.1% | -11.1% |
| All | +2.0% | +104.9% | -102.8% | -11.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling