+490.8%
LITE vs TKO
+250.1%
+240.8%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +1.0% | +4.7% | +5.4% |
| 7D | -35.9% | +5.7% | -41.6% | -37.1% |
| 30D | -51.5% | +6.9% | -58.4% | -52.7% |
| 3M | -35.7% | +2.4% | -38.1% | -36.7% |
| 6M | -43.0% | +1.1% | -44.0% | -44.5% |
| YTD | +46.1% | -7.5% | +53.6% | +47.0% |
| 1Y | +124.7% | +7.2% | +117.5% | +113.0% |
| 3Y | +1,172.1% | +131.3% | +1,040.7% | +842.7% |
| All | +490.8% | +250.1% | +240.8% | +209.9% |
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 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