+1,150.6%
LITE vs TSLQ
-97.3%
+1,247.9%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.2% | +0.9% | +1.1% |
| 7D | +13.6% | -8.0% | +21.6% | +11.7% |
| 30D | +21.6% | -23.8% | +45.4% | +14.9% |
| 3M | +20.3% | -7.0% | +27.4% | +23.8% |
| 6M | +54.4% | -17.1% | +71.5% | +59.6% |
| YTD | +168.3% | +0.1% | +168.3% | +191.1% |
| 1Y | +551.8% | -51.2% | +603.0% | +528.1% |
| 3Y | +1,891.5% | -95.9% | +1,987.4% | +1,461.0% |
| All | +1,150.6% | -97.3% | +1,247.9% | +904.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling