+185.8%
LMT vs QID
-99.2%
+285.0%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.8% | +0.7% | -1.4% |
| 7D | -0.2% | +1.3% | -1.5% | 0.0% |
| 30D | -13.1% | +2.9% | -16.0% | -12.7% |
| 3M | -3.9% | -0.7% | -3.2% | -3.8% |
| 6M | -18.3% | -29.7% | +11.4% | -22.3% |
| YTD | +10.3% | -27.9% | +38.2% | +5.5% |
| 1Y | +14.2% | -34.6% | +48.8% | +7.7% |
| 3Y | +35.0% | -73.5% | +108.5% | +11.0% |
| 5Y | +73.2% | -81.0% | +154.3% | +42.1% |
| All | +185.8% | -99.2% | +285.0% | +26.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling