-29.5%
LEN vs TSLQ
-95.5%
+66.1%
-56.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +2.4% | -5.9% | -3.4% |
| 7D | -7.8% | +5.7% | -13.4% | -7.4% |
| 30D | -11.0% | -21.1% | +10.1% | -11.9% |
| 3M | -12.8% | -11.5% | -1.3% | -12.7% |
| 6M | -20.2% | -14.9% | -5.3% | -19.8% |
| YTD | -23.0% | +2.4% | -25.4% | -21.7% |
| 1Y | -41.8% | -49.8% | +8.0% | -42.6% |
| All | -29.5% | -95.5% | +66.1% | -30.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling