-55.4%
TSLL vs LDOS
+41.3%
-96.8%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.8% | +0.5% | -12.4% | -12.1% |
| 7D | +1.9% | -5.4% | +7.3% | +4.2% |
| 30D | +17.8% | +4.9% | +12.9% | +15.5% |
| 3M | -37.0% | +7.2% | -44.2% | -39.0% |
| 6M | -37.7% | -24.2% | -13.4% | -28.1% |
| YTD | -51.4% | -25.8% | -25.6% | -43.9% |
| 1Y | -23.4% | -24.7% | +1.4% | -12.6% |
| 3Y | -30.8% | +39.3% | -70.1% | -34.5% |
| All | -55.4% | +41.3% | -96.8% | -58.5% |
Cumulative growth
Daily Returns
Daily percentage return beside LDOS.
Daily Out/Under-Performance
Portfolio return minus LDOS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LDOS 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 LDOS 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