+264.0%
LLY vs TSLQ
-97.0%
+361.0%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +12.0% | -12.9% | -0.5% |
| 7D | -2.1% | -5.8% | +3.6% | -2.3% |
| 30D | -1.6% | -22.1% | +20.5% | -2.3% |
| 3M | +2.3% | +10.1% | -7.8% | +3.3% |
| 6M | +14.9% | -6.8% | +21.7% | +15.7% |
| YTD | +7.5% | +8.5% | -1.1% | +9.0% |
| 1Y | +55.7% | -49.7% | +105.4% | +54.1% |
| 3Y | +110.6% | -95.6% | +206.2% | +101.2% |
| All | +264.0% | -97.0% | +361.0% | +261.1% |
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 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