+86.7%
QLD vs LDOS
+52.4%
+34.2%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.7% | +1.2% | +1.7% |
| 7D | -9.4% | -2.8% | -6.6% | -8.8% |
| 30D | -17.1% | +13.6% | -30.6% | -20.8% |
| 3M | -10.4% | +4.2% | -14.6% | -12.3% |
| 6M | +0.7% | -8.2% | +8.9% | +3.2% |
| YTD | +17.7% | -24.1% | +41.8% | +28.9% |
| 1Y | +14.7% | -31.2% | +45.9% | +31.3% |
| 3Y | +169.6% | +35.0% | +134.6% | +110.8% |
| 5Y | +86.7% | +52.6% | +34.0% | +39.6% |
| All | +86.7% | +52.4% | +34.2% | +39.6% |
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 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