+133.8%
LTH vs TKO
+247.3%
-113.5%
-58.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.4% | -0.3% | -0.1% |
| 7D | -4.0% | +2.3% | -6.3% | -4.9% |
| 30D | -5.3% | -2.5% | -2.8% | -4.7% |
| 3M | +19.0% | -10.6% | +29.6% | +23.3% |
| 6M | +55.8% | -5.1% | +60.8% | +57.2% |
| YTD | +56.1% | -8.2% | +64.4% | +59.0% |
| 1Y | +41.3% | -4.4% | +45.7% | +41.2% |
| 3Y | +156.6% | +100.4% | +56.3% | +96.7% |
| All | +133.8% | +247.3% | -113.5% | +7.3% |
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 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