+109.6%
LSCC vs TSLQ
-96.8%
+206.4%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.4% | -11.1% | +19.5% | +5.9% |
| 7D | +19.3% | +8.5% | +10.8% | +23.1% |
| 30D | -9.6% | -4.8% | -4.9% | -8.7% |
| 3M | -12.4% | -34.9% | +22.5% | -17.6% |
| 6M | -10.5% | -10.6% | +0.2% | -4.9% |
| YTD | +54.8% | -13.4% | +68.2% | +67.6% |
| 1Y | +79.4% | -25.9% | +105.3% | +90.2% |
| 3Y | +109.6% | -96.9% | +206.5% | +64.3% |
| All | +109.6% | -96.8% | +206.4% | +64.3% |
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