+1,533.3%
LITE vs KO
+213.5%
+1,319.8%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.7% | +0.4% | +10.3% | +10.6% |
| 7D | -12.9% | +0.2% | -13.1% | -12.9% |
| 30D | -46.0% | +9.1% | -55.0% | -47.0% |
| 3M | -33.0% | +11.0% | -44.0% | -34.8% |
| 6M | -34.0% | +24.0% | -58.0% | -38.5% |
| YTD | +61.7% | +40.0% | +21.7% | +44.8% |
| 1Y | +148.3% | +39.7% | +108.6% | +122.3% |
| 3Y | +1,408.5% | +84.8% | +1,323.7% | +1,050.3% |
| 5Y | +546.2% | +96.8% | +449.4% | +372.1% |
| 10Y | +1,533.3% | +209.7% | +1,323.6% | +938.6% |
| All | +1,533.3% | +213.5% | +1,319.8% | +938.6% |
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