+256.0%
LLY vs TSLQ
-97.3%
+353.3%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.2% | -0.1% | 0.0% |
| 7D | -3.1% | -8.0% | +4.9% | -3.3% |
| 30D | -8.6% | -23.8% | +15.2% | -9.3% |
| 3M | -1.6% | -7.0% | +5.4% | -1.3% |
| 6M | +11.8% | -17.1% | +28.9% | +12.1% |
| YTD | +5.1% | +0.1% | +5.1% | +6.3% |
| 1Y | +50.7% | -51.2% | +101.9% | +49.1% |
| 3Y | +95.7% | -95.9% | +191.6% | +86.4% |
| All | +256.0% | -97.3% | +353.3% | +252.2% |
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