+40.1%
LDOS vs TSLQ
-97.8%
+137.9%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +3.7% | -4.2% | -0.3% |
| 7D | -1.6% | -16.8% | +15.2% | -2.2% |
| 30D | +8.2% | -18.0% | +26.2% | +7.8% |
| 3M | -8.2% | -34.5% | +26.3% | -9.1% |
| 6M | +5.8% | -8.9% | +14.8% | +6.5% |
| YTD | -27.0% | -19.0% | -8.0% | -26.5% |
| 1Y | -31.0% | -38.2% | +7.2% | -31.2% |
| 3Y | +29.3% | -96.9% | +126.2% | +22.0% |
| All | +40.1% | -97.8% | +137.9% | +38.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling