+143.5%
LTH vs TKO
+239.4%
-95.9%
-58.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.8% | +2.1% | +1.0% |
| 7D | -0.6% | +0.7% | -1.4% | -0.9% |
| 30D | -4.6% | +1.6% | -6.2% | -5.4% |
| 3M | +32.8% | -7.8% | +40.6% | +36.1% |
| 6M | +64.6% | -13.3% | +77.9% | +71.8% |
| YTD | +62.6% | -10.3% | +72.9% | +67.1% |
| 1Y | +49.9% | -0.6% | +50.6% | +47.7% |
| 3Y | +151.3% | +88.5% | +62.9% | +97.1% |
| All | +143.5% | +239.4% | -95.9% | +12.7% |
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