+72.7%
LII vs TSLQ
-97.8%
+170.5%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -5.8% | +6.6% | +0.3% |
| 7D | -2.3% | -7.3% | +5.0% | -2.6% |
| 30D | -1.7% | -13.2% | +11.5% | -2.4% |
| 3M | -18.3% | -37.6% | +19.3% | -20.9% |
| 6M | -32.3% | -9.3% | -23.0% | -31.2% |
| YTD | -27.1% | -19.1% | -8.1% | -25.9% |
| 1Y | -27.2% | -27.2% | 0.0% | -26.4% |
| 3Y | -8.9% | -97.1% | +88.1% | -23.2% |
| All | +72.7% | -97.8% | +170.5% | +56.9% |
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