+1,009.8%
LITE vs TKO
+312.5%
+697.3%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.0% | +5.0% | +6.0% | +9.4% |
| 7D | +12.6% | +7.2% | +5.5% | +10.2% |
| 30D | +9.9% | +4.7% | +5.2% | +7.8% |
| 3M | +9.3% | -3.2% | +12.5% | +9.2% |
| 6M | +75.2% | -2.9% | +78.1% | +74.1% |
| YTD | +165.5% | -5.8% | +171.3% | +166.3% |
| 1Y | +555.0% | -1.1% | +556.0% | +542.8% |
| 3Y | +1,870.5% | +111.1% | +1,759.4% | +1,406.8% |
| 5Y | +1,009.8% | +315.6% | +694.3% | +467.7% |
| All | +1,009.8% | +312.5% | +697.3% | +467.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling