-56.8%
TSLL vs LNT
+37.1%
-94.0%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.6% | -1.0% | +9.7% | +9.1% |
| 7D | -21.2% | +1.4% | -22.6% | -21.7% |
| 30D | -13.3% | +12.3% | -25.6% | -17.6% |
| 3M | +15.4% | +5.3% | +10.1% | +12.6% |
| 6M | -34.2% | +2.0% | -36.3% | -35.9% |
| YTD | -52.9% | +15.3% | -68.2% | -57.7% |
| 1Y | -54.3% | +12.3% | -66.6% | -58.3% |
| 3Y | -18.4% | +59.1% | -77.5% | -39.2% |
| All | -56.8% | +37.1% | -94.0% | -60.4% |
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