+12,821.9%
LNG vs TKO
+1,395.0%
+11,426.9%
-97.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.8% | +1.4% | +0.9% |
| 7D | -4.5% | +0.1% | -4.6% | -4.6% |
| 30D | +4.7% | -2.6% | +7.3% | +5.0% |
| 3M | +15.1% | -7.8% | +22.9% | +16.7% |
| 6M | +13.6% | -7.0% | +20.6% | +14.4% |
| YTD | +44.0% | -8.5% | +52.5% | +45.2% |
| 1Y | +18.4% | -1.3% | +19.7% | +17.1% |
| 3Y | +75.9% | +105.0% | -29.1% | +45.4% |
| 5Y | +231.7% | +292.9% | -61.2% | +132.2% |
| 10Y | +549.0% | +979.3% | -430.4% | +231.0% |
| All | +12,821.9% | +1,395.0% | +11,426.9% | +4,214.3% |
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 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