-30.2%
LDOS vs TKO
+10.0%
-40.3%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +4.5% | -2.2% | +1.8% |
| 7D | -5.8% | +7.8% | -13.7% | -6.6% |
| 30D | +11.6% | +12.2% | -0.6% | +10.1% |
| 3M | -1.0% | +7.5% | -8.4% | -1.8% |
| 6M | +5.1% | +7.7% | -2.7% | +3.5% |
| YTD | -24.0% | -3.3% | -20.7% | -23.6% |
| All | -30.2% | +10.0% | -40.3% | -32.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling