-100.0%
SQQQ vs LDOS
+478.1%
-578.1%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.5% | -0.9% | +0.1% |
| 7D | -0.9% | -5.4% | +4.5% | -5.8% |
| 30D | -0.3% | +4.9% | -5.2% | +4.2% |
| 3M | +2.7% | +7.2% | -4.5% | +9.2% |
| 6M | -43.8% | -24.2% | -19.6% | -57.0% |
| YTD | -42.9% | -25.8% | -17.1% | -56.9% |
| 1Y | -53.5% | -24.7% | -28.8% | -64.1% |
| 3Y | -89.4% | +39.3% | -128.7% | -83.3% |
| 5Y | -94.7% | +43.3% | -138.0% | -90.5% |
| 10Y | -100.0% | +278.6% | -378.5% | -99.7% |
| All | -100.0% | +478.1% | -578.1% | -100.0% |
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