+124.7%
LITE vs KO
+43.8%
+80.9%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -0.1% | +5.7% | +5.6% |
| 7D | -35.9% | +1.7% | -37.6% | -34.1% |
| 30D | -51.5% | +11.5% | -63.0% | -44.0% |
| 3M | -35.7% | +10.8% | -46.5% | -25.9% |
| 6M | -43.0% | +22.3% | -65.2% | -29.9% |
| YTD | +46.1% | +39.5% | +6.6% | +86.2% |
| 1Y | +124.7% | +42.2% | +82.5% | +186.2% |
| All | +124.7% | +43.8% | +80.9% | +186.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling