+41.3%
LDOS vs QSR
+26.9%
+14.3%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.1% | +0.6% | +0.5% |
| 7D | -5.4% | +2.4% | -7.9% | -5.7% |
| 30D | +4.9% | +7.6% | -2.7% | +3.8% |
| 3M | +7.2% | +12.6% | -5.4% | +5.5% |
| 6M | -24.2% | +14.4% | -38.6% | -25.7% |
| YTD | -25.8% | +19.6% | -45.4% | -27.6% |
| 1Y | -24.7% | +33.9% | -58.6% | -27.8% |
| All | +41.3% | +26.9% | +14.3% | +33.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling