+3,344.5%
LITE vs TKO
+1,228.5%
+2,116.1%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.2% | -1.6% | -1.7% |
| 7D | -13.9% | +6.4% | -20.3% | -15.2% |
| 30D | -46.9% | +11.9% | -58.8% | -48.5% |
| 3M | -28.0% | +5.6% | -33.6% | -29.4% |
| 6M | -35.2% | +7.5% | -42.7% | -37.5% |
| YTD | +58.9% | -3.5% | +62.4% | +57.8% |
| 1Y | +125.3% | +13.0% | +112.4% | +114.2% |
| 3Y | +1,344.4% | +157.6% | +1,186.8% | +1,010.7% |
| 5Y | +541.2% | +288.2% | +252.9% | +333.5% |
| 10Y | +1,587.5% | +1,196.6% | +390.9% | +794.5% |
| All | +3,344.5% | +1,228.5% | +2,116.1% | +1,801.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling