-29.5%
LDOS vs TSLQ
-23.1%
-6.4%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.8% | +1.9% | +1.1% |
| 7D | +1.9% | +4.7% | -2.8% | +1.9% |
| 30D | +12.8% | -5.6% | +18.4% | +12.8% |
| 3M | -1.0% | -34.6% | +33.5% | -1.1% |
| 6M | +6.2% | -11.4% | +17.6% | +6.0% |
| YTD | -23.2% | -14.1% | -9.1% | -22.7% |
| 1Y | -29.5% | -20.7% | -8.7% | -29.5% |
| All | -29.5% | -23.1% | -6.4% | -29.5% |
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 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