-11.1%
LHX vs QS
-36.7%
+25.6%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.9% | -3.1% | -1.2% |
| 7D | -4.3% | -3.6% | -0.6% | -4.2% |
| 30D | -15.1% | -17.2% | +2.1% | -15.0% |
| 3M | -21.0% | -27.0% | +6.0% | -20.4% |
| 6M | -32.0% | -24.6% | -7.4% | -31.9% |
| YTD | -15.3% | -49.3% | +34.0% | -13.8% |
| 1Y | -11.1% | -40.3% | +29.3% | -7.5% |
| All | -11.1% | -36.7% | +25.6% | -7.5% |
Cumulative growth
Daily Returns
Daily percentage return beside QS.
Daily Out/Under-Performance
Portfolio return minus QS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QS 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 1y: compounded portfolio wealth divided by compounded QS 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…
1y analysis · Full analysis span regression · 6 months rolling