+45.2%
LDOS vs TKO
+287.6%
-242.3%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.8% | +2.3% | +0.7% |
| 7D | -5.4% | +0.7% | -6.2% | -5.5% |
| 30D | +4.9% | +1.6% | +3.3% | +4.7% |
| 3M | +7.2% | -7.8% | +15.0% | +7.8% |
| 6M | -24.2% | -13.3% | -11.0% | -23.4% |
| YTD | -25.8% | -10.3% | -15.5% | -25.3% |
| 1Y | -24.7% | -0.6% | -24.1% | -24.9% |
| 3Y | +39.3% | +88.5% | -49.2% | +31.2% |
| All | +45.2% | +287.6% | -242.3% | +26.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling