+899.3%
LHX vs QID
-100.0%
+999.2%
-57.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.5% | -2.6% | -1.9% |
| 7D | -3.7% | -1.9% | -1.8% | -4.3% |
| 30D | -13.2% | +1.7% | -14.9% | -12.6% |
| 3M | -18.4% | -3.9% | -14.4% | -19.2% |
| 6M | -32.0% | -30.0% | -2.0% | -39.0% |
| YTD | -13.6% | -28.2% | +14.6% | -21.7% |
| 1Y | -6.0% | -35.6% | +29.7% | -17.3% |
| 3Y | +57.9% | -74.3% | +132.2% | +6.6% |
| 5Y | +19.2% | -80.8% | +100.0% | -20.4% |
| 10Y | +232.3% | -99.2% | +331.4% | -28.6% |
| All | +899.3% | -100.0% | +999.2% | -38.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling