-97.2%
TSLQ vs LTH
+235.9%
-333.1%
-98.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.7% | +1.9% | -0.7% |
| 7D | -8.0% | -4.0% | -4.0% | -9.9% |
| 30D | -23.8% | -1.7% | -22.1% | -24.6% |
| 3M | -7.0% | +28.0% | -35.0% | +5.4% |
| 6M | -17.1% | +54.1% | -71.2% | +4.8% |
| YTD | +0.1% | +57.1% | -57.0% | +29.1% |
| 1Y | -51.2% | +45.8% | -97.0% | -39.2% |
| 3Y | -95.9% | +157.6% | -253.5% | -92.8% |
| All | -97.2% | +235.9% | -333.1% | -93.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling