+2.0%
LII vs TSLQ
-95.9%
+97.9%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -8.0% | +6.6% | -2.0% |
| 7D | +2.1% | -8.6% | +10.7% | +1.5% |
| 30D | -12.4% | -24.9% | +12.5% | -14.1% |
| 3M | -24.8% | -1.5% | -23.3% | -23.9% |
| 6M | -25.2% | -18.1% | -7.1% | -24.7% |
| YTD | -20.3% | -0.1% | -20.1% | -18.3% |
| 1Y | -32.9% | -51.4% | +18.4% | -34.4% |
| 3Y | +2.0% | -95.9% | +98.0% | -4.2% |
| All | +2.0% | -95.9% | +97.9% | -4.2% |
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