+3,344.5%
LITE vs KO
+235.4%
+3,109.1%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.9% | -2.7% | -1.9% |
| 7D | -13.9% | +2.2% | -16.1% | -14.3% |
| 30D | -46.9% | +10.1% | -57.0% | -48.2% |
| 3M | -28.0% | +12.2% | -40.2% | -30.3% |
| 6M | -35.2% | +25.1% | -60.3% | -39.9% |
| YTD | +58.9% | +41.3% | +17.6% | +41.3% |
| 1Y | +125.3% | +41.1% | +84.2% | +100.4% |
| 3Y | +1,344.4% | +86.3% | +1,258.2% | +997.0% |
| 5Y | +541.2% | +97.8% | +443.4% | +367.9% |
| 10Y | +1,587.5% | +222.7% | +1,364.8% | +915.0% |
| All | +3,344.5% | +235.4% | +3,109.1% | +2,096.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling