-28.4%
QS vs LDOS
-24.0%
-4.3%
-73.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.5% | 0.0% | +0.4% |
| 7D | -2.3% | -5.4% | +3.1% | -0.6% |
| 30D | -0.7% | +4.9% | -5.6% | -2.2% |
| 3M | -39.6% | +7.2% | -46.8% | -39.7% |
| 6M | -21.7% | -24.2% | +2.5% | -6.7% |
| YTD | -47.4% | -25.8% | -21.6% | -38.3% |
| 1Y | -28.4% | -24.7% | -3.7% | -15.6% |
| All | -28.4% | -24.0% | -4.3% | -15.6% |
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