+48.7%
LVS vs TKO
+3,655.1%
-3,606.4%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -2.2% | +0.7% | -0.7% |
| 7D | -2.7% | +0.7% | -3.4% | -3.0% |
| 30D | -4.7% | +0.9% | -5.6% | -5.1% |
| 3M | -15.6% | -6.2% | -9.4% | -14.2% |
| 6M | -18.6% | -5.6% | -13.0% | -17.8% |
| YTD | -32.3% | -7.8% | -24.4% | -31.3% |
| 1Y | -18.0% | -1.2% | -16.8% | -19.2% |
| 3Y | -5.8% | +106.5% | -112.4% | -30.6% |
| 5Y | +5.7% | +310.4% | -304.6% | -40.9% |
| 10Y | 0.0% | +987.5% | -987.5% | -67.2% |
| All | +48.7% | +3,655.1% | -3,606.4% | -79.4% |
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