+1,900.8%
QQQ vs LDOS
+494.7%
+1,406.1%
-53.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.5% | -0.3% | 0.0% |
| 7D | +0.4% | -5.4% | +5.8% | +2.2% |
| 30D | +0.2% | +4.9% | -4.7% | -1.6% |
| 3M | -2.8% | +7.2% | -10.0% | -5.8% |
| 6M | +18.0% | -24.2% | +42.2% | +28.2% |
| YTD | +17.3% | -25.8% | +43.1% | +27.3% |
| 1Y | +25.6% | -24.7% | +50.3% | +35.2% |
| 3Y | +93.7% | +39.3% | +54.5% | +62.2% |
| 5Y | +94.2% | +43.3% | +50.8% | +57.5% |
| 10Y | +557.9% | +278.6% | +279.3% | +257.2% |
| All | +1,900.8% | +494.7% | +1,406.1% | +745.9% |
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