+71.3%
LII vs TSLQ
-97.6%
+169.0%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.8% | +0.4% | -0.5% |
| 7D | +0.4% | +4.7% | -4.3% | +1.1% |
| 30D | -2.4% | -5.6% | +3.2% | -2.4% |
| 3M | -17.5% | -34.6% | +17.1% | -19.8% |
| 6M | -32.8% | -11.4% | -21.5% | -31.9% |
| YTD | -27.7% | -14.1% | -13.6% | -26.1% |
| 1Y | -28.1% | -20.7% | -7.3% | -26.7% |
| 3Y | -9.7% | -96.9% | +87.2% | -23.5% |
| All | +71.3% | -97.6% | +169.0% | +56.5% |
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