-100.0%
SQQQ vs LDOS
+228.4%
-328.3%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -2.1% | +3.0% | -0.8% |
| 7D | -17.4% | -3.5% | -13.9% | -19.8% |
| 30D | +20.4% | +9.5% | +10.9% | +29.7% |
| 3M | +11.2% | -6.3% | +17.5% | +4.5% |
| 6M | -2.6% | +2.8% | -5.4% | -1.3% |
| YTD | -37.9% | -26.6% | -11.3% | -54.2% |
| 1Y | -36.2% | -31.3% | -4.9% | -55.7% |
| 3Y | -88.4% | +30.9% | -119.3% | -82.3% |
| 5Y | -93.4% | +49.4% | -142.8% | -86.9% |
| All | -100.0% | +228.4% | -328.3% | -99.7% |
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