+13.0%
LEN vs TSLQ
-97.2%
+110.2%
-56.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -1.0% | +3.2% | +2.1% |
| 7D | -4.8% | -6.6% | +1.8% | -5.2% |
| 30D | -6.6% | -24.3% | +17.7% | -7.9% |
| 3M | -15.7% | -3.6% | -12.1% | -15.1% |
| 6M | -16.6% | -12.0% | -4.7% | -16.0% |
| YTD | -21.3% | +1.4% | -22.7% | -19.7% |
| 1Y | -42.0% | -43.6% | +1.5% | -42.6% |
| 3Y | -27.9% | -95.4% | +67.5% | -33.8% |
| All | +13.0% | -97.2% | +110.2% | +6.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TSLQ.
Daily Out/Under-Performance
Portfolio return minus TSLQ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TSLQ 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 TSLQ 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