+222.0%
LHX vs QID
-99.2%
+321.2%
-38.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.8% | +0.6% | -1.5% |
| 7D | -4.3% | +1.3% | -5.5% | -4.0% |
| 30D | -15.1% | +2.9% | -18.1% | -14.7% |
| 3M | -21.0% | -0.7% | -20.2% | -20.9% |
| 6M | -32.0% | -29.7% | -2.3% | -36.0% |
| YTD | -15.3% | -27.9% | +12.5% | -19.8% |
| 1Y | -11.1% | -34.6% | +23.5% | -17.0% |
| 3Y | +54.0% | -73.5% | +127.5% | +23.7% |
| 5Y | +17.1% | -81.0% | +98.1% | -6.2% |
| All | +222.0% | -99.2% | +321.2% | +28.6% |
Cumulative growth
Daily Returns
Daily percentage return beside QID.
Daily Out/Under-Performance
Portfolio return minus QID return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QID 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 QID 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