+131.9%
LITE vs KO
+40.2%
+91.8%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.9% | -2.7% | -0.6% |
| 7D | -13.9% | +2.2% | -16.1% | -11.3% |
| 30D | -46.9% | +10.1% | -57.0% | -39.3% |
| 3M | -28.0% | +12.2% | -40.2% | -15.6% |
| 6M | -35.2% | +25.1% | -60.3% | -19.6% |
| YTD | +58.9% | +41.3% | +17.6% | +103.2% |
| All | +131.9% | +40.2% | +91.8% | +216.8% |
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 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