+7,927.5%
QLD vs LDOS
+494.7%
+7,432.8%
-83.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.5% | -0.2% | 0.0% |
| 7D | +0.6% | -5.4% | +6.0% | +4.2% |
| 30D | -0.1% | +4.9% | -5.0% | -3.8% |
| 3M | -8.4% | +7.2% | -15.5% | -14.3% |
| 6M | +32.2% | -24.2% | +56.5% | +54.7% |
| YTD | +28.9% | -25.8% | +54.7% | +50.0% |
| 1Y | +43.8% | -24.7% | +68.5% | +64.7% |
| 3Y | +176.6% | +39.3% | +137.3% | +92.4% |
| 5Y | +121.6% | +43.3% | +78.3% | +45.9% |
| 10Y | +1,652.9% | +278.6% | +1,374.3% | +459.8% |
| All | +7,927.5% | +494.7% | +7,432.8% | +1,637.2% |
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