+124.3%
LSCC vs TSLQ
-97.6%
+222.0%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.4% | -11.1% | +19.5% | +5.8% |
| 7D | +19.3% | +8.5% | +10.8% | +23.2% |
| 30D | -9.6% | -4.8% | -4.9% | -8.7% |
| 3M | -12.4% | -34.9% | +22.5% | -17.9% |
| 6M | -10.5% | -10.6% | +0.2% | -4.6% |
| YTD | +54.8% | -13.4% | +68.2% | +68.4% |
| 1Y | +79.4% | -25.9% | +105.3% | +90.8% |
| 3Y | +109.6% | -96.9% | +206.5% | +49.9% |
| All | +124.3% | -97.6% | +222.0% | +73.9% |
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