+3,997.4%
LII vs TKO
+1,479.1%
+2,518.2%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.1% | +0.7% | +0.8% |
| 7D | -2.3% | +3.1% | -5.4% | -2.9% |
| 30D | -1.7% | +15.0% | -16.7% | -4.3% |
| 3M | -18.3% | +2.9% | -21.2% | -18.8% |
| 6M | -32.3% | +9.0% | -41.3% | -33.8% |
| YTD | -27.1% | -3.4% | -23.7% | -27.1% |
| 1Y | -27.2% | +12.8% | -40.0% | -29.4% |
| 3Y | -8.9% | +158.0% | -166.9% | -25.6% |
| 5Y | +19.7% | +285.4% | -265.7% | -11.4% |
| 10Y | +168.9% | +1,160.4% | -991.5% | +44.8% |
| All | +3,997.4% | +1,479.1% | +2,518.2% | +1,346.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling