+25.9%
LMT vs QLD
+13.1%
+12.7%
-26.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | QLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | +1.9% | -8.8% | -6.7% |
| 7D | -5.5% | -9.4% | +3.9% | -6.4% |
| 30D | +17.5% | -17.1% | +34.5% | +15.6% |
| 3M | +1.6% | -10.4% | +12.0% | +0.5% |
| 6M | +16.3% | +0.7% | +15.6% | +14.8% |
| YTD | +25.3% | +17.7% | +7.5% | +22.4% |
| 1Y | +25.9% | +14.7% | +11.2% | +22.7% |
| All | +25.9% | +13.1% | +12.7% | +22.7% |
Cumulative growth
Daily Returns
Daily percentage return beside QLD.
Daily Out/Under-Performance
Portfolio return minus QLD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QLD 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 QLD 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