+17.9%
LMT vs QID
-38.2%
+56.1%
-26.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.4% | -1.1% | -1.4% |
| 7D | -6.3% | -0.6% | -5.6% | -6.2% |
| 30D | -8.5% | 0.0% | -8.5% | -8.5% |
| 3M | +1.8% | +3.7% | -1.9% | +1.3% |
| 6M | -19.9% | -29.9% | +9.9% | -21.3% |
| YTD | +10.6% | -28.8% | +39.3% | +8.7% |
| 1Y | +17.9% | -37.2% | +55.1% | +16.7% |
| All | +17.9% | -38.2% | +56.1% | +16.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling