-96.9%
TSLQ vs LTH
+253.6%
-350.5%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.1% | -2.0% | -0.2% |
| 7D | +4.7% | +6.4% | -1.7% | +7.9% |
| 30D | -5.6% | +16.7% | -22.3% | +2.6% |
| 3M | -34.6% | +11.7% | -46.2% | -30.8% |
| 6M | -11.4% | +48.5% | -59.9% | +12.6% |
| YTD | -14.1% | +78.4% | -92.5% | +25.0% |
| 1Y | -20.7% | +89.7% | -110.4% | +21.1% |
| 3Y | -96.9% | +245.6% | -342.5% | -94.1% |
| All | -96.9% | +253.6% | -350.5% | -94.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling