-73.7%
QID vs LDOS
+39.7%
-113.4%
-79.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.5% | -0.9% | -0.2% |
| 7D | -0.6% | -5.4% | +4.8% | -2.0% |
| 30D | 0.0% | +4.9% | -4.9% | +1.3% |
| 3M | +3.7% | +7.2% | -3.5% | +5.2% |
| 6M | -29.9% | -24.2% | -5.6% | -36.0% |
| YTD | -28.8% | -25.8% | -3.0% | -35.1% |
| 1Y | -37.2% | -24.7% | -12.5% | -42.2% |
| All | -73.7% | +39.7% | -113.4% | -70.0% |
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