-21.0%
TSLQ vs LTH
+84.0%
-105.0%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.4% | +6.3% | +0.1% | +7.1% |
| 7D | +9.8% | +9.9% | 0.0% | +11.0% |
| 30D | -6.0% | +18.3% | -24.3% | -4.0% |
| 3M | -35.0% | +5.9% | -40.9% | -34.7% |
| 6M | -24.9% | +80.3% | -105.3% | -12.7% |
| YTD | -12.7% | +78.3% | -91.0% | +2.8% |
| 1Y | -21.0% | +81.0% | -102.0% | -7.4% |
| All | -21.0% | +84.0% | -105.0% | -7.4% |
Cumulative growth
Daily Returns
Daily percentage return beside LTH.
Daily Out/Under-Performance
Portfolio return minus LTH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LTH 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 1y: compounded portfolio wealth divided by compounded LTH 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…
1y analysis · Full analysis span regression · 6 months rolling