+77.5%
QQQM vs LDOS
+51.2%
+26.4%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +2.3% | +1.1% | +3.1% |
| 7D | -0.3% | -5.8% | +5.5% | +0.5% |
| 30D | -9.7% | +11.6% | -21.2% | -11.4% |
| 3M | -6.0% | -1.0% | -5.0% | -6.0% |
| 6M | -4.3% | +5.1% | -9.4% | -5.4% |
| YTD | +10.9% | -24.0% | +35.0% | +16.3% |
| 1Y | +11.9% | -30.3% | +42.2% | +19.6% |
| 3Y | +86.9% | +37.0% | +49.9% | +65.0% |
| 5Y | +77.5% | +53.4% | +24.2% | +53.0% |
| All | +77.5% | +51.2% | +26.4% | +53.0% |
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