-97.2%
TSLQ vs LH
+60.7%
-157.8%
-98.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.5% | -2.5% | 0.0% |
| 7D | -6.6% | -4.7% | -1.9% | -9.4% |
| 30D | -24.3% | -3.5% | -20.8% | -25.8% |
| 3M | -3.6% | +17.7% | -21.3% | +7.6% |
| 6M | -12.0% | +15.8% | -27.7% | -2.5% |
| YTD | +1.4% | +25.1% | -23.7% | +19.1% |
| 1Y | -43.6% | +12.5% | -56.1% | -39.6% |
| 3Y | -95.4% | +59.8% | -155.2% | -92.7% |
| All | -97.2% | +60.7% | -157.8% | -95.5% |
Cumulative growth
Daily Returns
Daily percentage return beside LH.
Daily Out/Under-Performance
Portfolio return minus LH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LH 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 10y: compounded portfolio wealth divided by compounded LH 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…
10y analysis · Full analysis span regression · 6 months rolling