+91.6%
LII vs TSLQ
-97.0%
+188.6%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +12.0% | -10.8% | +2.2% |
| 7D | -0.7% | -5.8% | +5.1% | -1.1% |
| 30D | -12.6% | -22.1% | +9.5% | -14.3% |
| 3M | -24.4% | +10.1% | -34.5% | -22.6% |
| 6M | -28.7% | -6.8% | -21.9% | -27.4% |
| YTD | -19.1% | +8.5% | -27.7% | -16.2% |
| 1Y | -29.7% | -49.7% | +20.0% | -31.4% |
| 3Y | +4.8% | -95.6% | +100.4% | -7.5% |
| All | +91.6% | -97.0% | +188.6% | +77.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling