+222.0%
LHX vs QSR
+135.2%
+86.9%
-38.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.6% | -1.8% | -1.3% |
| 7D | -4.3% | -4.0% | -0.3% | -3.1% |
| 30D | -15.1% | +2.8% | -17.9% | -15.9% |
| 3M | -21.0% | +5.1% | -26.1% | -22.3% |
| 6M | -32.0% | +8.8% | -40.8% | -34.0% |
| YTD | -15.3% | +14.8% | -30.2% | -19.3% |
| 1Y | -11.1% | +25.7% | -36.8% | -17.7% |
| 3Y | +54.0% | +27.5% | +26.5% | +39.7% |
| 5Y | +17.1% | +41.3% | -24.1% | +1.5% |
| All | +222.0% | +135.2% | +86.9% | +145.0% |
Cumulative growth
Daily Returns
Daily percentage return beside QSR.
Daily Out/Under-Performance
Portfolio return minus QSR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QSR 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 QSR 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