-100.0%
SQQQ vs LDOS
+260.1%
-360.1%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.9% | +3.2% | -2.1% |
| 7D | -4.2% | -7.1% | +3.0% | -10.1% |
| 30D | +2.4% | -6.1% | +8.5% | -2.8% |
| 3M | -5.7% | +5.6% | -11.3% | -1.2% |
| 6M | -46.6% | -26.9% | -19.7% | -60.4% |
| YTD | -42.7% | -27.9% | -14.8% | -57.9% |
| 1Y | -52.6% | -26.8% | -25.8% | -64.3% |
| 3Y | -89.8% | +39.6% | -129.4% | -83.2% |
| 5Y | -94.7% | +39.4% | -134.1% | -90.3% |
| 10Y | -100.0% | +260.0% | -359.9% | -99.8% |
| All | -100.0% | +260.1% | -360.1% | -99.8% |
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