+95.6%
LLY vs TSLQ
-95.9%
+191.5%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -8.0% | +5.8% | -2.5% |
| 7D | -3.1% | -8.6% | +5.5% | -3.4% |
| 30D | -5.1% | -24.9% | +19.8% | -5.9% |
| 3M | -2.1% | -1.5% | -0.5% | -1.5% |
| 6M | +13.8% | -18.1% | +31.9% | +14.1% |
| YTD | +5.1% | -0.1% | +5.2% | +6.4% |
| 1Y | +53.1% | -51.4% | +104.5% | +51.2% |
| 3Y | +95.6% | -95.9% | +191.6% | +89.5% |
| All | +95.6% | -95.9% | +191.5% | +89.5% |
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