+581.1%
LITE vs TSLQ
-97.3%
+678.4%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -8.4% | +14.1% | +3.6% |
| 7D | -35.9% | +19.7% | -55.6% | -31.8% |
| 30D | -51.5% | +4.1% | -55.6% | -49.5% |
| 3M | -35.7% | -30.9% | -4.9% | -38.4% |
| 6M | -43.0% | -13.6% | -29.3% | -39.1% |
| YTD | +46.1% | -2.6% | +48.7% | +63.4% |
| 1Y | +124.7% | -10.4% | +135.2% | +151.0% |
| 3Y | +1,172.1% | -96.4% | +1,268.4% | +898.8% |
| All | +581.1% | -97.3% | +678.4% | +463.8% |
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