Evolutionary trade-offs - opposing trait effects on total fitness via different fitness components - are likely to be widespread. Some key trade-offs are expected to be the result of chains of causation acting across an organism's lifetime. For example, a trait imparting reproductive benefits early in life may trade off against reduced survival to attain later-life reproductive opportunities. Tools in evolutionary quantitative genetics have recently been developed to formally characterise selection acting through different causal pathways throughout the life cycle and, therefore, to formally characterise evolutionary trade-offs. We use these methods to investigate a trade-off between early life reproduction and survival, and how that trade-off affects selection on body size in the Soay sheep population inhabiting St Kilda (Outer Hebrides, Scotland). We decompose and quantify the total effects of first-year female body mass on lifetime fitness, with particular attention to the effect of body mass on early-life reproduction, and the potential survival cost of early-life reproduction. Our results establish that the total effect of body mass on lifetime fitness is positive, despite the strong negative contribution acting via early life reproduction. Moreover, we show that the magnitude of the selection on body mass acting through different causal paths highly depends on population density. At higher densities, the cost of early-life reproduction is higher and, therefore, it contributes a strong negative component to the total selection of body mass - i.e., at higher population density, selection on body mass is weaker than it is when the population size is smaller. By decomposing total selection and quantifying selection acting through different causal paths, we expose the underlying mechanics shaping body mass in Soay sheep female lambs, and we provide a meaningful contribution to the understanding of the evolution of body size in this population.