+1,626.0%
LEN vs TKO
+1,406.3%
+219.7%
-94.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.2% | +2.7% | +1.1% |
| 7D | -3.4% | +0.7% | -4.1% | -3.6% |
| 30D | -5.7% | +0.9% | -6.5% | -6.0% |
| 3M | -12.2% | -6.2% | -6.1% | -11.0% |
| 6M | -18.3% | -5.6% | -12.7% | -17.5% |
| YTD | -20.2% | -7.8% | -12.3% | -19.0% |
| 1Y | -40.1% | -1.2% | -38.8% | -40.5% |
| 3Y | -26.2% | +106.5% | -132.7% | -41.5% |
| 5Y | -9.8% | +310.4% | -320.2% | -42.1% |
| 10Y | +109.1% | +987.5% | -878.4% | -9.5% |
| All | +1,626.0% | +1,406.3% | +219.7% | +344.1% |
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 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