+22.4%
LII vs TKO
+306.8%
-284.3%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -2.2% | -0.3% | -2.0% |
| 7D | +0.5% | +0.7% | -0.2% | +0.3% |
| 30D | -11.2% | +0.9% | -12.1% | -11.4% |
| 3M | -28.8% | -6.2% | -22.6% | -28.1% |
| 6M | -26.9% | -5.6% | -21.3% | -26.5% |
| YTD | -22.2% | -7.8% | -14.4% | -21.4% |
| 1Y | -32.0% | -1.2% | -30.7% | -32.3% |
| 3Y | -0.4% | +106.5% | -107.0% | -13.1% |
| 5Y | +22.4% | +310.4% | -287.9% | -10.8% |
| All | +22.4% | +306.8% | -284.3% | -10.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling