-71.3%
QID vs LDOS
+30.5%
-101.8%
-76.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.4% | +3.1% | +2.5% |
| 7D | -7.1% | -1.6% | -5.5% | -7.4% |
| 30D | +12.6% | +8.2% | +4.4% | +14.7% |
| 3M | +14.2% | -8.2% | +22.4% | +12.1% |
| 6M | +6.2% | +5.8% | +0.3% | +7.4% |
| YTD | -21.8% | -27.0% | +5.2% | -28.8% |
| 1Y | -23.1% | -31.0% | +7.9% | -31.5% |
| 3Y | -71.3% | +29.3% | -100.6% | -69.8% |
| All | -71.3% | +30.5% | -101.8% | -69.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling