-53.8%
QS vs LDOS
+55.4%
-109.2%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | +2.3% | +4.5% | +5.9% |
| 7D | +13.7% | -5.8% | +19.5% | +15.9% |
| 30D | -0.2% | +11.6% | -11.8% | -4.4% |
| 3M | -24.8% | -1.0% | -23.8% | -25.0% |
| 6M | -39.4% | +5.1% | -44.4% | -41.0% |
| YTD | -56.1% | -24.0% | -32.1% | -51.7% |
| 1Y | -72.5% | -30.3% | -42.2% | -68.6% |
| 3Y | -16.3% | +37.0% | -53.3% | -30.2% |
| 5Y | -87.6% | +53.4% | -140.9% | -90.3% |
| All | -53.8% | +55.4% | -109.2% | -70.7% |
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