+580.4%
LITE vs KO
+98.8%
+481.7%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -0.1% | -3.5% | -3.7% |
| 7D | +22.6% | +1.8% | +20.8% | +23.3% |
| 30D | -36.8% | +8.1% | -44.9% | -34.9% |
| 3M | -33.0% | +13.0% | -46.1% | -30.1% |
| 6M | -37.1% | +23.3% | -60.3% | -33.5% |
| YTD | +69.5% | +42.1% | +27.4% | +79.4% |
| 1Y | +146.1% | +39.9% | +106.2% | +160.6% |
| 3Y | +1,440.8% | +87.3% | +1,353.5% | +1,369.2% |
| 5Y | +580.4% | +99.3% | +481.2% | +535.2% |
| All | +580.4% | +98.8% | +481.7% | +535.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling