+32.6%
LDOS vs TKO
+159.5%
-126.9%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +0.1% | -2.6% | -2.5% |
| 7D | -1.3% | +3.1% | -4.4% | -1.5% |
| 30D | +10.1% | +15.0% | -4.9% | +9.1% |
| 3M | -4.7% | +2.9% | -7.5% | -4.8% |
| 6M | +5.6% | +9.0% | -3.4% | +4.9% |
| YTD | -25.1% | -3.4% | -21.7% | -25.1% |
| 1Y | -31.7% | +12.8% | -44.5% | -32.1% |
| All | +32.6% | +159.5% | -126.9% | +35.8% |
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