-97.8%
TSLQ vs LTH
+266.4%
-364.2%
-98.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -4.2% | +0.6% | -5.5% |
| 7D | -26.6% | -4.6% | -21.9% | -28.2% |
| 30D | -17.5% | +14.8% | -32.3% | -12.0% |
| 3M | -41.7% | +3.9% | -45.6% | -40.8% |
| 6M | -16.9% | +35.5% | -52.4% | -2.7% |
| YTD | -21.9% | +71.3% | -93.2% | +5.0% |
| 1Y | -32.5% | +75.7% | -108.2% | -7.6% |
| 3Y | -97.2% | +231.9% | -329.1% | -94.5% |
| All | -97.8% | +266.4% | -364.2% | -95.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling