-56.8%
QS vs LDOS
+51.9%
-108.6%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | -2.3% | +6.4% | +5.0% |
| 7D | +5.4% | -7.2% | +12.6% | +8.0% |
| 30D | -5.3% | +16.8% | -22.2% | -10.9% |
| 3M | -22.6% | -1.6% | -21.0% | -22.6% |
| 6M | -46.2% | -1.0% | -45.2% | -46.3% |
| YTD | -58.9% | -25.8% | -33.2% | -54.4% |
| 1Y | -73.1% | -31.1% | -42.0% | -69.2% |
| 3Y | -27.2% | +32.8% | -60.0% | -38.6% |
| 5Y | -86.2% | +49.4% | -135.6% | -89.1% |
| All | -56.8% | +51.9% | -108.6% | -72.4% |
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