-29.7%
LII vs TSLQ
-50.5%
+20.8%
-34.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +12.0% | -10.8% | +2.0% |
| 7D | -0.7% | -5.8% | +5.1% | -1.0% |
| 30D | -12.6% | -22.1% | +9.5% | -13.9% |
| 3M | -24.4% | +10.1% | -34.5% | -23.5% |
| 6M | -28.7% | -6.8% | -21.9% | -27.9% |
| YTD | -19.1% | +8.5% | -27.7% | -18.0% |
| 1Y | -29.7% | -49.7% | +20.0% | -28.4% |
| All | -29.7% | -50.5% | +20.8% | -28.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling