+121.0%
QLD vs LDOS
+43.9%
+77.1%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.5% | -0.2% | +0.2% |
| 7D | +0.6% | -5.4% | +6.0% | +2.4% |
| 30D | -0.1% | +4.9% | -5.0% | -2.0% |
| 3M | -8.4% | +7.2% | -15.5% | -11.0% |
| 6M | +32.2% | -24.2% | +56.5% | +46.4% |
| YTD | +28.9% | -25.8% | +54.7% | +42.5% |
| 1Y | +43.8% | -24.7% | +68.5% | +57.4% |
| 3Y | +176.6% | +39.3% | +137.3% | +116.3% |
| All | +121.0% | +43.9% | +77.1% | +67.4% |
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 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