+421.9%
LDOS vs QSR
+218.5%
+203.4%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.1% | +0.6% | +0.6% |
| 7D | -5.4% | +2.4% | -7.9% | -6.1% |
| 30D | +4.9% | +7.6% | -2.7% | +2.4% |
| 3M | +7.2% | +12.6% | -5.4% | +3.1% |
| 6M | -24.2% | +14.4% | -38.6% | -27.7% |
| YTD | -25.8% | +19.6% | -45.4% | -30.4% |
| 1Y | -24.7% | +33.9% | -58.6% | -32.0% |
| 3Y | +39.3% | +27.1% | +12.2% | +25.5% |
| 5Y | +43.3% | +48.5% | -5.2% | +20.5% |
| 10Y | +278.6% | +126.2% | +152.4% | +160.7% |
| All | +421.9% | +218.5% | +203.4% | +227.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling