-99.1%
QID vs LDOS
+226.9%
-326.0%
-99.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.4% | +3.1% | +2.4% |
| 7D | -7.1% | -1.6% | -5.5% | -8.0% |
| 30D | +12.6% | +8.2% | +4.4% | +17.9% |
| 3M | +14.2% | -8.2% | +22.4% | +8.6% |
| 6M | +6.2% | +5.8% | +0.3% | +10.0% |
| YTD | -21.8% | -27.0% | +5.2% | -35.6% |
| 1Y | -23.1% | -31.0% | +7.9% | -39.0% |
| 3Y | -71.3% | +29.3% | -100.6% | -61.9% |
| 5Y | -77.0% | +48.7% | -125.7% | -63.6% |
| All | -99.1% | +226.9% | -326.0% | -96.8% |
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