-100.0%
QID vs LDOS
+509.1%
-609.0%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.7% | +0.1% | +12.6% | +12.8% |
| 7D | +20.2% | -3.7% | +23.9% | +17.3% |
| 30D | +35.3% | +16.4% | +18.9% | +49.1% |
| 3M | +21.3% | +7.4% | +13.9% | +27.1% |
| 6M | +6.7% | -0.3% | +7.1% | +6.3% |
| YTD | -13.6% | -24.0% | +10.4% | -28.0% |
| 1Y | -11.0% | -29.6% | +18.6% | -29.5% |
| 3Y | -69.8% | +35.1% | -105.0% | -59.5% |
| 5Y | -74.1% | +52.9% | -127.0% | -59.3% |
| 10Y | -99.0% | +262.2% | -361.2% | -96.0% |
| All | -100.0% | +509.1% | -609.0% | -99.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling