+1,533.3%
LITE vs TKO
+1,254.1%
+279.2%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.7% | +4.5% | +6.2% | +9.4% |
| 7D | -12.9% | +7.8% | -20.7% | -14.7% |
| 30D | -46.0% | +12.2% | -58.1% | -47.8% |
| 3M | -33.0% | +7.5% | -40.5% | -34.9% |
| 6M | -34.0% | +7.7% | -41.8% | -36.7% |
| YTD | +61.7% | -3.3% | +65.1% | +60.4% |
| 1Y | +148.3% | +11.1% | +137.2% | +135.6% |
| 3Y | +1,408.5% | +141.0% | +1,267.5% | +1,039.2% |
| 5Y | +546.2% | +278.8% | +267.4% | +314.8% |
| 10Y | +1,533.3% | +1,186.2% | +347.1% | +455.8% |
| All | +1,533.3% | +1,254.1% | +279.2% | +455.8% |
Cumulative growth
Daily Returns
Daily percentage return beside TKO.
Daily Out/Under-Performance
Portfolio return minus TKO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TKO 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 TKO 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