-97.0%
TSLQ vs LCID
-97.6%
+0.6%
-98.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.0% | +1.7% | +10.2% | +12.7% |
| 7D | -5.8% | -6.6% | +0.8% | -8.3% |
| 30D | -22.1% | -30.1% | +8.1% | -31.7% |
| 3M | +10.1% | -17.6% | +27.7% | +10.5% |
| 6M | -6.8% | -54.4% | +47.7% | -24.2% |
| YTD | +8.5% | -55.7% | +64.3% | -10.4% |
| 1Y | -49.7% | -71.0% | +21.3% | -63.6% |
| 3Y | -95.6% | -92.6% | -3.0% | -97.3% |
| All | -97.0% | -97.6% | +0.6% | -98.5% |
Cumulative growth
Daily Returns
Daily percentage return beside LCID.
Daily Out/Under-Performance
Portfolio return minus LCID return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LCID 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 LCID 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