+1,493.1%
LITE vs TKO
+1,121.1%
+372.0%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +0.7% | -5.2% | -4.7% |
| 7D | +10.8% | +2.3% | +8.5% | +10.1% |
| 30D | -33.4% | +13.4% | -46.8% | -35.9% |
| 3M | -32.2% | -1.7% | -30.5% | -32.2% |
| 6M | -42.1% | +7.2% | -49.3% | -44.3% |
| YTD | +61.9% | -5.4% | +67.2% | +61.5% |
| 1Y | +163.0% | +8.7% | +154.3% | +151.5% |
| 3Y | +1,358.0% | +150.4% | +1,207.6% | +993.2% |
| 5Y | +549.9% | +276.6% | +273.3% | +319.3% |
| All | +1,493.1% | +1,121.1% | +372.0% | +502.3% |
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