+6,206.5%
LH vs TKO
+1,406.3%
+4,800.2%
-63.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.2% | +1.0% | -0.9% |
| 7D | -3.2% | +0.7% | -3.9% | -3.3% |
| 30D | +0.1% | +0.9% | -0.7% | 0.0% |
| 3M | +18.6% | -6.2% | +24.8% | +19.3% |
| 6M | +17.9% | -5.6% | +23.6% | +18.4% |
| YTD | +28.9% | -7.8% | +36.8% | +29.7% |
| 1Y | +16.6% | -1.2% | +17.8% | +16.2% |
| 3Y | +63.6% | +106.5% | -43.0% | +47.3% |
| 5Y | +30.0% | +310.4% | -280.3% | +6.6% |
| 10Y | +191.9% | +987.5% | -795.6% | +107.7% |
| All | +6,206.5% | +1,406.3% | +4,800.2% | +3,262.5% |
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