+1,830.6%
LSCC vs TKO
+958.6%
+872.0%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -2.2% | +0.4% | -1.1% |
| 7D | +1.4% | +0.7% | +0.7% | +1.1% |
| 30D | -10.0% | +0.9% | -10.9% | -10.6% |
| 3M | -16.1% | -6.2% | -9.9% | -15.1% |
| 6M | +27.4% | -5.6% | +33.0% | +28.3% |
| YTD | +56.9% | -7.8% | +64.8% | +58.6% |
| 1Y | +74.6% | -1.2% | +75.8% | +71.8% |
| 3Y | +26.0% | +106.5% | -80.6% | -4.1% |
| 5Y | +86.1% | +310.4% | -224.2% | +10.7% |
| 10Y | +1,830.6% | +987.5% | +843.1% | +914.5% |
| All | +1,830.6% | +958.6% | +872.0% | +914.5% |
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 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