+1,670.7%
LITE vs KO
+224.9%
+1,445.8%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.7% | +0.7% | +10.0% | +10.6% |
| 7D | +3.4% | +1.8% | +1.6% | +3.1% |
| 30D | -34.9% | +8.7% | -43.6% | -36.0% |
| 3M | -21.0% | +13.5% | -34.5% | -23.4% |
| 6M | -38.5% | +25.6% | -64.0% | -42.6% |
| YTD | +75.8% | +42.3% | +33.5% | +57.3% |
| 1Y | +156.7% | +39.9% | +116.8% | +130.9% |
| 3Y | +1,498.6% | +87.5% | +1,411.0% | +1,120.7% |
| 5Y | +610.9% | +99.1% | +511.8% | +421.3% |
| 10Y | +1,670.7% | +224.2% | +1,446.4% | +1,077.8% |
| All | +1,670.7% | +224.9% | +1,445.8% | +1,077.8% |
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