+20.1%
LHX vs QS
-75.4%
+95.5%
-38.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.8% | 0.0% | -0.8% |
| 7D | -4.8% | -5.0% | +0.2% | -4.7% |
| 30D | -12.7% | -18.3% | +5.5% | -12.4% |
| 3M | -17.6% | -26.0% | +8.4% | -17.2% |
| 6M | -30.7% | -24.0% | -6.7% | -30.5% |
| YTD | -14.3% | -50.3% | +35.9% | -13.3% |
| 1Y | -8.4% | -38.0% | +29.6% | -8.0% |
| 3Y | +56.7% | -24.6% | +81.3% | +53.8% |
| All | +20.1% | -75.4% | +95.5% | +19.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling