+654.5%
LITE vs TSLQ
-97.8%
+752.2%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +3.7% | -8.2% | -3.5% |
| 7D | +10.8% | -16.8% | +27.6% | +6.4% |
| 30D | -33.4% | -18.0% | -15.5% | -34.4% |
| 3M | -32.2% | -34.5% | +2.2% | -35.6% |
| 6M | -42.1% | -8.9% | -33.2% | -37.7% |
| YTD | +61.9% | -19.0% | +80.9% | +73.9% |
| 1Y | +163.0% | -38.2% | +201.2% | +168.1% |
| 3Y | +1,358.0% | -96.9% | +1,454.9% | +1,003.8% |
| All | +654.5% | -97.8% | +752.2% | +499.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling