-60.9%
TSLL vs LDOS
-31.3%
-29.6%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -21.9% | +0.1% | -22.0% | -21.9% |
| 7D | -28.9% | -3.7% | -25.2% | -28.8% |
| 30D | -21.4% | +16.4% | -37.8% | -21.1% |
| 3M | +5.0% | +7.4% | -2.4% | +6.0% |
| 6M | -36.6% | -0.3% | -36.2% | -31.7% |
| YTD | -56.6% | -24.0% | -32.6% | -50.7% |
| 1Y | -60.9% | -29.6% | -31.3% | -53.4% |
| All | -60.9% | -31.3% | -29.6% | -53.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling