-80.7%
QID vs LDOS
+43.9%
-124.6%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.5% | -0.9% | -0.2% |
| 7D | -0.6% | -5.4% | +4.8% | -2.5% |
| 30D | 0.0% | +4.9% | -4.9% | +1.8% |
| 3M | +3.7% | +7.2% | -3.5% | +6.2% |
| 6M | -29.9% | -24.2% | -5.6% | -37.3% |
| YTD | -28.8% | -25.8% | -3.0% | -36.4% |
| 1Y | -37.2% | -24.7% | -12.5% | -43.3% |
| 3Y | -73.7% | +39.3% | -113.0% | -66.1% |
| All | -80.7% | +43.9% | -124.6% | -73.3% |
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