+47.2%
LH vs TKO
+5.6%
+41.6%
-13.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | +3.4% | +0.6% | +3.4% |
| 7D | +2.1% | +11.3% | -9.2% | +0.4% |
| 30D | +19.2% | +9.3% | +9.9% | +17.5% |
| 3M | +18.0% | +5.3% | +12.7% | +16.8% |
| 6M | +46.1% | +4.9% | +41.2% | +43.7% |
| YTD | +47.7% | -6.3% | +54.0% | +47.6% |
| 1Y | +47.2% | +4.9% | +42.3% | +47.2% |
| All | +47.2% | +5.6% | +41.6% | +47.2% |
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