+1,014.4%
LITE vs TSLQ
-97.0%
+1,111.4%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +12.0% | -8.0% | +6.8% |
| 7D | -1.5% | -5.8% | +4.2% | -2.6% |
| 30D | +6.7% | -22.1% | +28.8% | +1.1% |
| 3M | -6.8% | +10.1% | -16.8% | +0.2% |
| 6M | +29.4% | -6.8% | +36.2% | +37.5% |
| YTD | +139.1% | +8.5% | +130.6% | +163.7% |
| 1Y | +521.0% | -49.7% | +570.7% | +502.0% |
| 3Y | +1,535.3% | -95.6% | +1,630.9% | +1,198.2% |
| All | +1,014.4% | -97.0% | +1,111.4% | +809.7% |
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