-97.0%
TSLQ vs LTH
+247.8%
-344.8%
-98.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.0% | +0.3% | +11.7% | +12.1% |
| 7D | -5.8% | -0.6% | -5.1% | -6.3% |
| 30D | -22.1% | -4.6% | -17.5% | -24.0% |
| 3M | +10.1% | +32.8% | -22.8% | +27.3% |
| 6M | -6.8% | +64.6% | -71.4% | +22.2% |
| YTD | +8.5% | +62.6% | -54.1% | +42.5% |
| 1Y | -49.7% | +49.9% | -99.7% | -36.5% |
| 3Y | -95.6% | +151.3% | -247.0% | -92.4% |
| All | -97.0% | +247.8% | -344.8% | -93.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling