+503.4%
QQQ vs LDOS
+248.5%
+255.0%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -2.3% | +3.7% | +2.1% |
| 7D | -5.0% | -7.2% | +2.2% | -3.0% |
| 30D | -13.4% | +16.8% | -30.3% | -17.5% |
| 3M | -8.1% | -1.6% | -6.5% | -8.2% |
| 6M | -5.5% | -1.0% | -4.5% | -6.3% |
| YTD | +7.2% | -25.8% | +32.9% | +15.2% |
| 1Y | +7.8% | -31.1% | +38.9% | +18.8% |
| 3Y | +80.7% | +32.8% | +47.9% | +53.0% |
| 5Y | +69.6% | +49.4% | +20.2% | +34.4% |
| All | +503.4% | +248.5% | +255.0% | +272.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling