-99.1%
QID vs LDOS
+241.3%
-340.3%
-99.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -2.4% | -2.2% | -6.0% |
| 7D | -1.1% | -1.3% | +0.2% | -1.9% |
| 30D | +14.4% | +10.1% | +4.3% | +20.9% |
| 3M | +6.7% | -4.7% | +11.3% | +3.6% |
| 6M | +2.6% | +5.6% | -3.0% | +5.9% |
| YTD | -24.2% | -25.1% | +0.9% | -36.7% |
| 1Y | -22.3% | -31.7% | +9.4% | -38.9% |
| 3Y | -72.0% | +33.7% | -105.8% | -62.1% |
| 5Y | -78.2% | +54.4% | -132.5% | -64.6% |
| 10Y | -99.1% | +236.4% | -335.5% | -96.9% |
| All | -99.1% | +241.3% | -340.3% | -96.9% |
Cumulative growth
Daily Returns
Daily percentage return beside LDOS.
Daily Out/Under-Performance
Portfolio return minus LDOS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LDOS 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 LDOS 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