-71.3%
QS vs LDOS
-27.6%
-43.7%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | +0.7% | +6.8% | +7.3% |
| 7D | +4.5% | -2.8% | +7.3% | +5.0% |
| 30D | -4.1% | +13.6% | -17.7% | -7.7% |
| 3M | -22.1% | +4.2% | -26.4% | -23.4% |
| 6M | -38.4% | -8.2% | -30.2% | -34.4% |
| YTD | -57.5% | -24.1% | -33.4% | -52.8% |
| 1Y | -71.3% | -31.2% | -40.1% | -65.0% |
| All | -71.3% | -27.6% | -43.7% | -65.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling