+18.6%
LNG vs TKO
-1.0%
+19.5%
-24.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.4% | -0.2% | +0.2% |
| 7D | -4.7% | +2.3% | -7.0% | -4.7% |
| 30D | +3.8% | -2.5% | +6.3% | +3.9% |
| 3M | +16.2% | -10.6% | +26.8% | +16.6% |
| 6M | +11.7% | -5.1% | +16.7% | +12.3% |
| YTD | +44.2% | -8.2% | +52.4% | +44.7% |
| 1Y | +18.6% | -4.4% | +23.0% | +19.3% |
| All | +18.6% | -1.0% | +19.5% | +19.3% |
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