-55.4%
TSLL vs LNT
+27.3%
-82.7%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.8% | 0.0% | -11.8% | -11.8% |
| 7D | +1.9% | -0.1% | +2.0% | +1.9% |
| 30D | +17.8% | -3.2% | +20.9% | +19.2% |
| 3M | -37.0% | -4.1% | -32.9% | -37.0% |
| 6M | -37.7% | -4.6% | -33.1% | -37.6% |
| YTD | -51.4% | +7.0% | -58.4% | -54.8% |
| 1Y | -23.4% | +8.3% | -31.6% | -29.4% |
| 3Y | -30.8% | +51.0% | -81.8% | -47.5% |
| All | -55.4% | +27.3% | -82.7% | -57.8% |
Cumulative growth
Daily Returns
Daily percentage return beside LNT.
Daily Out/Under-Performance
Portfolio return minus LNT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LNT 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 LNT 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