+8.3%
LNT vs TSLQ
-50.5%
+58.8%
-12.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +12.0% | -12.0% | -0.2% |
| 7D | -0.1% | -5.8% | +5.7% | 0.0% |
| 30D | -3.2% | -22.1% | +18.9% | -2.9% |
| 3M | -4.1% | +10.1% | -14.1% | -4.4% |
| 6M | -4.6% | -6.8% | +2.2% | -4.8% |
| YTD | +7.0% | +8.5% | -1.5% | +6.9% |
| 1Y | +8.3% | -49.7% | +58.0% | +5.4% |
| All | +8.3% | -50.5% | +58.8% | +5.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling