+625.8%
LSCC vs TKO
+1,476.9%
-851.1%
-97.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.2% | -2.1% | -2.2% |
| 7D | +5.0% | +6.4% | -1.4% | +3.1% |
| 30D | -11.7% | +11.9% | -23.7% | -14.8% |
| 3M | -13.3% | +5.6% | -18.9% | -15.3% |
| 6M | -12.5% | +7.5% | -20.0% | -15.7% |
| YTD | +51.2% | -3.5% | +54.7% | +50.3% |
| 1Y | +65.9% | +13.0% | +52.9% | +56.4% |
| 3Y | +95.3% | +157.6% | -62.2% | +38.8% |
| 5Y | +38.6% | +288.2% | -249.6% | -15.8% |
| 10Y | +1,352.3% | +1,196.6% | +155.8% | +448.1% |
| All | +625.8% | +1,476.9% | -851.1% | +45.7% |
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