-26.8%
LDOS vs QSR
+29.1%
-55.9%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -2.4% | -0.5% | -2.7% |
| 7D | -7.1% | +0.1% | -7.2% | -7.1% |
| 30D | -6.1% | +5.9% | -12.0% | -6.6% |
| 3M | +5.6% | +10.5% | -4.9% | +4.5% |
| 6M | -26.9% | +7.7% | -34.6% | -27.4% |
| YTD | -27.9% | +16.8% | -44.7% | -28.3% |
| 1Y | -26.8% | +30.9% | -57.7% | -28.2% |
| All | -26.8% | +29.1% | -55.9% | -28.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling