+45.7%
LDOS vs TSLQ
-97.6%
+143.4%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -11.1% | +13.4% | +2.0% |
| 7D | -5.8% | +8.5% | -14.3% | -5.5% |
| 30D | +11.6% | -4.8% | +16.4% | +11.6% |
| 3M | -1.0% | -34.9% | +33.9% | -2.0% |
| 6M | +5.1% | -10.6% | +15.7% | +5.6% |
| YTD | -24.0% | -13.4% | -10.7% | -23.4% |
| 1Y | -30.3% | -25.9% | -4.4% | -30.0% |
| 3Y | +37.0% | -96.9% | +133.9% | +29.2% |
| All | +45.7% | -97.6% | +143.4% | +44.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling