+7,232.8%
QLD vs LDOS
+508.5%
+6,724.4%
-83.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.7% | +1.2% | +1.4% |
| 7D | -9.4% | -2.8% | -6.6% | -8.1% |
| 30D | -17.1% | +13.6% | -30.6% | -24.5% |
| 3M | -10.4% | +4.2% | -14.6% | -14.6% |
| 6M | +0.7% | -8.2% | +8.9% | +2.3% |
| YTD | +17.7% | -24.1% | +41.8% | +33.0% |
| 1Y | +14.7% | -31.2% | +45.9% | +38.6% |
| 3Y | +169.6% | +35.0% | +134.6% | +90.2% |
| 5Y | +86.7% | +52.6% | +34.0% | +16.4% |
| 10Y | +1,600.8% | +261.9% | +1,338.9% | +456.8% |
| All | +7,232.8% | +508.5% | +6,724.4% | +1,440.5% |
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