-99.0%
QID vs LDOS
+248.5%
-347.4%
-99.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -2.3% | -0.2% | -3.8% |
| 7D | +9.4% | -7.2% | +16.6% | +4.8% |
| 30D | +31.2% | +16.8% | +14.4% | +43.4% |
| 3M | +17.4% | -1.6% | +19.0% | +16.2% |
| 6M | +8.4% | -1.0% | +9.4% | +7.5% |
| YTD | -15.8% | -25.8% | +10.0% | -30.0% |
| 1Y | -16.3% | -31.1% | +14.8% | -33.7% |
| 3Y | -70.4% | +32.8% | -103.2% | -60.1% |
| 5Y | -74.8% | +49.4% | -124.2% | -60.2% |
| All | -99.0% | +248.5% | -347.4% | -96.7% |
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