+2,614.7%
LITE vs TKO
+958.6%
+1,656.1%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -2.2% | +3.2% | +1.7% |
| 7D | +13.6% | +0.7% | +12.9% | +13.4% |
| 30D | +21.6% | +0.9% | +20.7% | +20.8% |
| 3M | +20.3% | -6.2% | +26.5% | +21.4% |
| 6M | +54.4% | -5.6% | +60.0% | +54.7% |
| YTD | +168.3% | -7.8% | +176.2% | +170.5% |
| 1Y | +551.8% | -1.2% | +553.0% | +541.8% |
| 3Y | +1,891.5% | +106.5% | +1,785.0% | +1,463.8% |
| 5Y | +1,014.7% | +310.4% | +704.4% | +595.8% |
| 10Y | +2,614.7% | +987.5% | +1,627.2% | +964.9% |
| All | +2,614.7% | +958.6% | +1,656.1% | +964.9% |
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