-44.6%
QS vs LDOS
+51.8%
-96.5%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.5% | 0.0% | +0.4% |
| 7D | -2.3% | -5.4% | +3.1% | -0.4% |
| 30D | -0.7% | +4.9% | -5.6% | -2.5% |
| 3M | -39.6% | +7.2% | -46.8% | -41.4% |
| 6M | -21.7% | -24.2% | +2.5% | -13.1% |
| YTD | -47.4% | -25.8% | -21.6% | -41.4% |
| 1Y | -28.4% | -24.7% | -3.7% | -20.3% |
| 3Y | -22.6% | +39.3% | -61.9% | -35.8% |
| 5Y | -75.6% | +43.3% | -118.9% | -80.4% |
| All | -44.6% | +51.8% | -96.5% | -64.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling