+135.2%
LTH vs TKO
+248.7%
-113.5%
-58.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -2.2% | +0.5% | -0.9% |
| 7D | -4.0% | +0.7% | -4.7% | -4.3% |
| 30D | -1.7% | +0.9% | -2.5% | -2.2% |
| 3M | +28.0% | -6.2% | +34.2% | +30.3% |
| 6M | +54.1% | -5.6% | +59.7% | +55.8% |
| YTD | +57.1% | -7.8% | +64.9% | +59.7% |
| 1Y | +45.8% | -1.2% | +47.0% | +43.9% |
| 3Y | +157.6% | +106.5% | +51.0% | +95.1% |
| All | +135.2% | +248.7% | -113.5% | +7.8% |
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