-26.2%
LII vs TSLQ
-17.8%
-8.4%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +6.4% | -2.8% | +4.0% |
| 7D | +7.9% | +9.8% | -1.9% | +8.6% |
| 30D | -0.6% | -6.0% | +5.4% | -0.9% |
| 3M | -19.3% | -35.0% | +15.7% | -21.5% |
| 6M | -29.8% | -24.9% | -4.9% | -30.1% |
| YTD | -25.4% | -12.7% | -12.7% | -25.3% |
| 1Y | -26.2% | -21.0% | -5.2% | -26.1% |
| All | -26.2% | -17.8% | -8.4% | -26.1% |
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