+32.6%
LDOS vs TSLQ
-97.0%
+129.6%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -5.8% | +3.3% | -2.6% |
| 7D | -1.3% | -7.3% | +6.0% | -1.5% |
| 30D | +10.1% | -13.2% | +23.3% | +9.8% |
| 3M | -4.7% | -37.6% | +33.0% | -5.8% |
| 6M | +5.6% | -9.3% | +14.9% | +6.2% |
| YTD | -25.1% | -19.1% | -6.0% | -24.6% |
| 1Y | -31.7% | -27.2% | -4.5% | -31.4% |
| All | +32.6% | -97.0% | +129.6% | +26.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling