+39.6%
LDOS vs TKO
+104.9%
-65.3%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +5.0% | -7.9% | -3.2% |
| 7D | -7.1% | +7.2% | -14.3% | -7.6% |
| 30D | -6.1% | +4.7% | -10.8% | -6.3% |
| 3M | +5.6% | -3.2% | +8.8% | +5.7% |
| 6M | -26.9% | -2.9% | -24.0% | -26.9% |
| YTD | -27.9% | -5.8% | -22.1% | -27.8% |
| 1Y | -26.8% | -1.1% | -25.7% | -26.9% |
| 3Y | +39.6% | +111.1% | -71.5% | +40.1% |
| All | +39.6% | +104.9% | -65.3% | +40.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling