+206.5%
LMT vs QLD
+1,536.4%
-1,329.9%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +4.6% | -3.5% | +0.5% |
| 7D | +2.5% | -1.2% | +3.7% | +2.6% |
| 30D | +19.2% | -15.7% | +34.9% | +21.7% |
| 3M | +2.7% | -10.0% | +12.7% | +3.7% |
| 6M | +20.6% | -11.2% | +31.8% | +21.2% |
| YTD | +28.4% | +16.4% | +12.1% | +23.1% |
| 1Y | +36.9% | +12.7% | +24.2% | +31.7% |
| 3Y | +48.5% | +152.3% | -103.7% | +19.5% |
| 5Y | +107.6% | +91.8% | +15.9% | +69.2% |
| 10Y | +206.5% | +1,520.2% | -1,313.8% | +39.3% |
| All | +206.5% | +1,536.4% | -1,329.9% | +39.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling