+84.4%
LII vs TSLQ
-97.3%
+181.6%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +0.2% | -2.6% | -2.4% |
| 7D | +0.5% | -8.0% | +8.5% | -0.1% |
| 30D | -11.2% | -23.8% | +12.6% | -13.1% |
| 3M | -28.8% | -7.0% | -21.8% | -28.2% |
| 6M | -26.9% | -17.1% | -9.8% | -26.3% |
| YTD | -22.2% | +0.1% | -22.3% | -19.9% |
| 1Y | -32.0% | -51.2% | +19.2% | -33.7% |
| 3Y | -0.4% | -95.9% | +95.5% | -12.5% |
| All | +84.4% | -97.3% | +181.6% | +69.6% |
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