+128.3%
LSCC vs TSLQ
-97.0%
+225.3%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +12.0% | -10.0% | +4.8% |
| 7D | +1.3% | -5.8% | +7.1% | +0.3% |
| 30D | -9.7% | -22.1% | +12.4% | -14.2% |
| 3M | -23.7% | +10.1% | -33.8% | -17.7% |
| 6M | +26.5% | -6.8% | +33.3% | +34.9% |
| YTD | +57.5% | +8.5% | +49.0% | +75.4% |
| 1Y | +75.7% | -49.7% | +125.4% | +70.8% |
| 3Y | +19.5% | -95.6% | +115.1% | -8.2% |
| All | +128.3% | -97.0% | +225.3% | +81.2% |
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