+236.4%
LDOS vs QSR
+136.7%
+99.7%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -1.2% | -1.2% | -2.1% |
| 7D | -1.3% | -2.2% | +0.9% | -0.6% |
| 30D | +10.1% | +7.8% | +2.3% | +7.5% |
| 3M | -4.7% | +5.5% | -10.1% | -6.4% |
| 6M | +5.6% | -0.2% | +5.8% | +5.2% |
| YTD | -25.1% | +15.4% | -40.5% | -29.1% |
| 1Y | -31.7% | +15.3% | -47.0% | -35.4% |
| 3Y | +33.7% | +23.7% | +10.0% | +21.2% |
| 5Y | +54.4% | +60.4% | -6.0% | +25.0% |
| 10Y | +236.4% | +142.2% | +94.2% | +134.0% |
| All | +236.4% | +136.7% | +99.7% | +134.0% |
Cumulative growth
Daily Returns
Daily percentage return beside QSR.
Daily Out/Under-Performance
Portfolio return minus QSR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QSR 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 QSR 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