+36.6%
LNT vs TSLQ
-97.3%
+133.8%
-25.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -8.0% | +8.9% | +0.8% |
| 7D | +1.0% | -8.6% | +9.6% | +0.9% |
| 30D | -1.1% | -24.9% | +23.8% | -1.4% |
| 3M | -3.6% | -1.5% | -2.1% | -3.4% |
| 6M | -2.7% | -18.1% | +15.4% | -2.6% |
| YTD | +8.0% | -0.1% | +8.1% | +8.6% |
| 1Y | +10.5% | -51.4% | +61.8% | +9.6% |
| 3Y | +49.6% | -95.9% | +145.5% | +44.7% |
| All | +36.6% | -97.3% | +133.8% | +40.6% |
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