+45.2%
LDOS vs QSR
+49.2%
-4.0%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.1% | +0.6% | +0.5% |
| 7D | -5.4% | +2.4% | -7.9% | -5.8% |
| 30D | +4.9% | +7.6% | -2.7% | +3.4% |
| 3M | +7.2% | +12.6% | -5.4% | +4.8% |
| 6M | -24.2% | +14.4% | -38.6% | -26.3% |
| YTD | -25.8% | +19.6% | -45.4% | -28.4% |
| 1Y | -24.7% | +33.9% | -58.6% | -29.1% |
| 3Y | +39.3% | +27.1% | +12.2% | +30.7% |
| All | +45.2% | +49.2% | -4.0% | +28.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling