-62.8%
QS vs LDOS
+49.4%
-112.2%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | -0.4% | -4.7% | -5.0% |
| 7D | -14.0% | -1.6% | -12.4% | -13.4% |
| 30D | -6.4% | +8.2% | -14.6% | -9.2% |
| 3M | -40.3% | -8.2% | -32.1% | -38.6% |
| 6M | -57.5% | +5.8% | -63.3% | -58.7% |
| YTD | -64.7% | -27.0% | -37.7% | -60.5% |
| 1Y | -72.9% | -31.0% | -41.9% | -69.0% |
| 3Y | -33.5% | +29.3% | -62.7% | -43.2% |
| 5Y | -90.5% | +48.7% | -139.2% | -92.5% |
| All | -62.8% | +49.4% | -112.2% | -76.1% |
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