+27.3%
LMT vs Q
+74.5%
-47.2%
-26.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | Q | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -3.1% | +2.1% | -1.0% |
| 7D | +4.8% | +11.5% | -6.6% | +5.1% |
| 30D | +19.9% | -0.2% | +20.0% | +19.9% |
| 3M | +0.2% | -13.6% | +13.8% | +0.2% |
| 6M | +17.4% | -27.0% | +44.5% | +17.3% |
| YTD | +27.2% | +50.5% | -23.4% | +20.0% |
| 1Y | +35.6% | +33.8% | +1.8% | +26.3% |
| All | +27.3% | +74.5% | -47.2% | +18.4% |
Cumulative growth
Daily Returns
Daily percentage return beside Q.
Daily Out/Under-Performance
Portfolio return minus Q return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × Q 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 Q 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