+3,068.2%
LITE vs TKO
+1,173.6%
+1,894.5%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +1.0% | +4.7% | +5.4% |
| 7D | -35.9% | +5.7% | -41.6% | -36.9% |
| 30D | -51.5% | +6.9% | -58.4% | -52.5% |
| 3M | -35.7% | +2.4% | -38.1% | -36.6% |
| 6M | -43.0% | +1.1% | -44.0% | -44.1% |
| YTD | +46.1% | -7.5% | +53.6% | +46.7% |
| 1Y | +124.7% | +7.2% | +117.5% | +116.4% |
| 3Y | +1,172.1% | +131.3% | +1,040.7% | +902.8% |
| 5Y | +477.0% | +250.8% | +226.2% | +299.6% |
| 10Y | +1,465.7% | +1,146.6% | +319.0% | +738.1% |
| All | +3,068.2% | +1,173.6% | +1,894.5% | +1,666.9% |
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 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