+1,631.1%
QLD vs LDOS
+278.0%
+1,353.1%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.5% | -0.2% | 0.0% |
| 7D | +0.6% | -5.4% | +6.0% | +3.8% |
| 30D | -0.1% | +4.9% | -5.0% | -3.4% |
| 3M | -8.4% | +7.2% | -15.5% | -13.5% |
| 6M | +32.2% | -24.2% | +56.5% | +53.5% |
| YTD | +28.9% | -25.8% | +54.7% | +48.9% |
| 1Y | +43.8% | -24.7% | +68.5% | +63.7% |
| 3Y | +176.6% | +39.3% | +137.3% | +91.7% |
| 5Y | +121.6% | +43.3% | +78.3% | +45.3% |
| All | +1,631.1% | +278.0% | +1,353.1% | +585.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling