-77.6%
QID vs LDOS
+51.2%
-128.8%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.1% | +2.6% | -0.1% |
| 7D | -11.8% | -3.5% | -8.3% | -12.7% |
| 30D | +14.2% | +9.5% | +4.7% | +17.8% |
| 3M | +8.8% | -6.3% | +15.1% | +6.4% |
| 6M | +1.5% | +2.8% | -1.3% | +2.4% |
| YTD | -23.8% | -26.6% | +2.9% | -32.5% |
| 1Y | -22.0% | -31.3% | +9.3% | -32.8% |
| 3Y | -71.9% | +30.9% | -102.8% | -64.4% |
| 5Y | -77.6% | +49.4% | -127.0% | -68.7% |
| All | -77.6% | +51.2% | -128.8% | -68.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling