+2,259.5%
LITE vs KO
+175.2%
+2,084.2%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -0.8% | +4.8% | +4.2% |
| 7D | -1.5% | -1.8% | +0.2% | -1.1% |
| 30D | +6.7% | +1.4% | +5.2% | +6.1% |
| 3M | -6.8% | +15.4% | -22.1% | -11.7% |
| 6M | +29.4% | +14.3% | +15.2% | +22.7% |
| YTD | +139.1% | +27.7% | +111.4% | +118.4% |
| 1Y | +521.0% | +32.7% | +488.3% | +457.6% |
| 3Y | +1,535.3% | +62.2% | +1,473.1% | +1,195.5% |
| 5Y | +889.8% | +80.0% | +809.8% | +634.4% |
| All | +2,259.5% | +175.2% | +2,084.2% | +1,396.8% |
Cumulative growth
Daily Returns
Daily percentage return beside KO.
Daily Out/Under-Performance
Portfolio return minus KO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KO 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 KO 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