+1,397.5%
LNT vs TKO
+1,395.0%
+2.5%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.8% | -0.1% | -0.8% |
| 7D | -1.1% | +0.1% | -1.2% | -1.1% |
| 30D | -1.9% | -2.6% | +0.7% | -1.7% |
| 3M | -7.2% | -7.8% | +0.6% | -6.6% |
| 6M | -3.9% | -7.0% | +3.1% | -3.5% |
| YTD | +5.9% | -8.5% | +14.4% | +6.4% |
| 1Y | +8.4% | -1.3% | +9.7% | +8.0% |
| 3Y | +46.6% | +105.0% | -58.4% | +34.6% |
| 5Y | +32.4% | +292.9% | -260.5% | +13.1% |
| 10Y | +147.9% | +979.3% | -831.5% | +83.6% |
| All | +1,397.5% | +1,395.0% | +2.5% | +779.1% |
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 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