-70.7%
QID vs LDOS
+37.8%
-108.5%
-76.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.1% | +0.2% | +1.5% |
| 7D | +1.8% | +1.9% | -0.1% | +2.2% |
| 30D | +21.6% | +12.8% | +8.8% | +24.8% |
| 3M | +12.6% | -1.0% | +13.6% | +12.2% |
| 6M | +6.9% | +6.2% | +0.7% | +7.7% |
| YTD | -20.5% | -23.2% | +2.7% | -27.0% |
| 1Y | -18.1% | -29.5% | +11.4% | -27.0% |
| 3Y | -70.7% | +37.1% | -107.7% | -69.2% |
| All | -70.7% | +37.8% | -108.5% | -69.2% |
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