-3.8%
TSLL vs LDOS
+35.2%
-39.1%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.3% | +0.7% | -7.0% | -6.6% |
| 7D | -9.4% | -2.8% | -6.6% | -8.4% |
| 30D | +1.6% | +13.6% | -12.0% | -3.9% |
| 3M | +29.4% | +4.2% | +25.2% | +26.6% |
| 6M | -20.1% | -8.2% | -11.9% | -15.2% |
| YTD | -44.5% | -24.1% | -20.4% | -34.6% |
| 1Y | -46.0% | -31.2% | -14.8% | -31.5% |
| All | -3.8% | +35.2% | -39.1% | +8.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling