+1,426.5%
LITE vs TSLQ
-97.1%
+1,523.7%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -3.5% | -0.1% | -4.5% |
| 7D | +22.6% | -26.6% | +49.1% | +14.3% |
| 30D | -36.8% | -17.5% | -19.3% | -37.6% |
| 3M | -33.0% | -41.7% | +8.7% | -38.1% |
| 6M | -37.1% | -16.9% | -20.1% | -33.8% |
| YTD | +69.5% | -21.9% | +91.4% | +80.1% |
| 1Y | +146.1% | -32.5% | +178.6% | +157.0% |
| All | +1,426.5% | -97.1% | +1,523.7% | +1,115.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling