-97.2%
TSLQ vs LTH
+233.9%
-331.0%
-98.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | 0.0% | -1.1% | -1.0% |
| 7D | -6.6% | -4.0% | -2.6% | -8.5% |
| 30D | -24.3% | -5.3% | -19.0% | -26.5% |
| 3M | -3.6% | +19.0% | -22.6% | +5.1% |
| 6M | -12.0% | +55.8% | -67.7% | +12.1% |
| YTD | +1.4% | +56.1% | -54.8% | +30.5% |
| 1Y | -43.6% | +41.3% | -84.8% | -31.0% |
| 3Y | -95.4% | +156.6% | -252.0% | -91.9% |
| All | -97.2% | +233.9% | -331.0% | -93.8% |
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