+65.9%
LSCC vs TKO
+9.8%
+56.1%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.2% | -2.1% | -2.3% |
| 7D | +5.0% | +6.4% | -1.4% | +4.6% |
| 30D | -11.7% | +11.9% | -23.7% | -12.1% |
| 3M | -13.3% | +5.6% | -18.9% | -13.6% |
| 6M | -12.5% | +7.5% | -20.0% | -14.5% |
| YTD | +51.2% | -3.5% | +54.7% | +53.0% |
| 1Y | +65.9% | +13.0% | +52.9% | +60.8% |
| All | +65.9% | +9.8% | +56.1% | +60.8% |
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