+550.0%
LNG vs TKO
+989.7%
-439.7%
-57.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.4% | -0.2% | +0.1% |
| 7D | -4.7% | +2.3% | -7.0% | -5.1% |
| 30D | +3.8% | -2.5% | +6.3% | +4.1% |
| 3M | +16.2% | -10.6% | +26.8% | +18.1% |
| 6M | +11.7% | -5.1% | +16.7% | +12.0% |
| YTD | +44.2% | -8.2% | +52.4% | +45.2% |
| 1Y | +18.6% | -4.4% | +23.0% | +18.3% |
| 3Y | +77.4% | +100.4% | -23.0% | +53.5% |
| 5Y | +232.3% | +294.3% | -62.0% | +148.2% |
| All | +550.0% | +989.7% | -439.7% | +303.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling