-31.1%
LII vs TKO
+5.4%
-36.6%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.7% | +2.0% | -0.4% |
| 7D | -0.2% | +2.6% | -2.8% | -0.5% |
| 30D | -0.6% | +11.6% | -12.2% | -1.5% |
| 3M | -17.0% | -0.1% | -16.9% | -17.3% |
| 6M | -31.1% | +6.7% | -37.8% | -30.9% |
| All | -31.1% | +5.4% | -36.6% | -30.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling