+143.6%
QQQM vs LDOS
+61.7%
+81.9%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -2.4% | +4.7% | +2.7% |
| 7D | -0.2% | -1.3% | +1.1% | -0.1% |
| 30D | -7.5% | +10.1% | -17.6% | -9.0% |
| 3M | -3.8% | -4.7% | +0.8% | -3.3% |
| 6M | -3.0% | +5.6% | -8.6% | -4.3% |
| YTD | +12.8% | -25.1% | +37.9% | +18.0% |
| 1Y | +11.6% | -31.7% | +43.3% | +19.0% |
| 3Y | +85.9% | +33.7% | +52.2% | +68.9% |
| 5Y | +82.7% | +54.4% | +28.3% | +60.8% |
| All | +143.6% | +61.7% | +81.9% | +103.8% |
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