+77.5%
QQQ vs LDOS
+48.3%
+29.2%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.4% | -0.8% | -1.1% |
| 7D | +3.6% | -1.6% | +5.2% | +3.9% |
| 30D | -6.7% | +8.2% | -15.0% | -8.1% |
| 3M | -7.0% | -8.2% | +1.1% | -5.9% |
| 6M | -4.7% | +5.8% | -10.5% | -6.1% |
| YTD | +11.1% | -27.0% | +38.0% | +17.1% |
| 1Y | +12.3% | -31.0% | +43.3% | +19.9% |
| 3Y | +83.3% | +29.3% | +54.0% | +63.5% |
| All | +77.5% | +48.3% | +29.2% | +53.3% |
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