+87.2%
LSCC vs TKO
+312.5%
-225.3%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +5.0% | -3.6% | -0.3% |
| 7D | +5.2% | +7.2% | -2.0% | +2.7% |
| 30D | -9.6% | +4.7% | -14.3% | -11.4% |
| 3M | -17.8% | -3.2% | -14.6% | -17.6% |
| 6M | +37.4% | -2.9% | +40.3% | +37.0% |
| YTD | +59.7% | -5.8% | +65.5% | +60.4% |
| 1Y | +76.2% | -1.1% | +77.3% | +72.8% |
| 3Y | +28.2% | +111.1% | -82.9% | -8.5% |
| 5Y | +87.2% | +315.6% | -228.4% | -27.8% |
| All | +87.2% | +312.5% | -225.3% | -27.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling