-24.7%
LDOS vs TSLQ
-50.5%
+25.8%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +12.0% | -11.5% | +0.6% |
| 7D | -5.4% | -5.8% | +0.4% | -5.5% |
| 30D | +4.9% | -22.1% | +27.0% | +4.7% |
| 3M | +7.2% | +10.1% | -2.9% | +7.2% |
| 6M | -24.2% | -6.8% | -17.5% | -24.5% |
| YTD | -25.8% | +8.5% | -34.3% | -25.4% |
| 1Y | -24.7% | -49.7% | +25.0% | -26.7% |
| All | -24.7% | -50.5% | +25.8% | -26.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TSLQ.
Daily Out/Under-Performance
Portfolio return minus TSLQ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TSLQ 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 1y: compounded portfolio wealth divided by compounded TSLQ 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…
1y analysis · Full analysis span regression · 6 months rolling