+25.4%
LSCC vs TKO
+98.5%
-73.1%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -1.8% | +3.8% | +2.5% |
| 7D | +1.3% | +0.7% | +0.6% | +1.1% |
| 30D | -9.7% | +1.6% | -11.3% | -10.4% |
| 3M | -23.7% | -7.8% | -15.9% | -22.5% |
| 6M | +26.5% | -13.3% | +39.8% | +30.8% |
| YTD | +57.5% | -10.3% | +67.8% | +60.5% |
| 1Y | +75.7% | -0.6% | +76.3% | +71.6% |
| All | +25.4% | +98.5% | -73.1% | -4.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling