+167.6%
QLD vs LDOS
+35.2%
+132.3%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.7% | +1.2% | +1.7% |
| 7D | -9.4% | -2.8% | -6.6% | -9.0% |
| 30D | -17.1% | +13.6% | -30.6% | -19.4% |
| 3M | -10.4% | +4.2% | -14.6% | -11.5% |
| 6M | +0.7% | -8.2% | +8.9% | +3.4% |
| YTD | +17.7% | -24.1% | +41.8% | +27.1% |
| 1Y | +14.7% | -31.2% | +45.9% | +28.5% |
| All | +167.6% | +35.2% | +132.3% | +148.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling