-7.2%
LII vs TSLQ
-96.8%
+89.5%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -11.1% | +13.3% | +1.4% |
| 7D | -1.2% | +8.5% | -9.7% | -0.3% |
| 30D | -2.0% | -4.8% | +2.8% | -1.9% |
| 3M | -20.2% | -34.9% | +14.6% | -22.1% |
| 6M | -32.5% | -10.6% | -21.9% | -31.7% |
| YTD | -27.4% | -13.4% | -14.0% | -26.1% |
| 1Y | -28.2% | -25.9% | -2.3% | -27.4% |
| 3Y | -7.2% | -96.9% | +89.7% | -13.7% |
| All | -7.2% | -96.8% | +89.5% | -13.7% |
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