-100.0%
QID vs LDOS
+494.7%
-594.7%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.5% | -0.9% | 0.0% |
| 7D | -0.6% | -5.4% | +4.8% | -4.2% |
| 30D | 0.0% | +4.9% | -4.9% | +3.4% |
| 3M | +3.7% | +7.2% | -3.5% | +8.9% |
| 6M | -29.9% | -24.2% | -5.6% | -41.9% |
| YTD | -28.8% | -25.8% | -3.0% | -41.4% |
| 1Y | -37.2% | -24.7% | -12.5% | -47.5% |
| 3Y | -73.7% | +39.3% | -113.0% | -63.6% |
| 5Y | -80.7% | +43.3% | -124.1% | -71.0% |
| 10Y | -99.1% | +278.6% | -377.7% | -96.4% |
| All | -100.0% | +494.7% | -594.7% | -99.8% |
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