-57.5%
QS vs LDOS
+53.3%
-110.7%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -2.4% | -3.0% | -4.5% |
| 7D | -5.0% | -1.3% | -3.6% | -4.5% |
| 30D | -1.4% | +10.1% | -11.5% | -5.1% |
| 3M | -33.6% | -4.7% | -28.9% | -32.8% |
| 6M | -47.6% | +5.6% | -53.1% | -49.0% |
| YTD | -59.6% | -25.1% | -34.5% | -55.3% |
| 1Y | -73.5% | -31.7% | -41.9% | -69.6% |
| 3Y | -23.0% | +33.7% | -56.7% | -35.2% |
| 5Y | -89.4% | +54.4% | -143.8% | -91.7% |
| All | -57.5% | +53.3% | -110.7% | -72.9% |
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