+202.1%
LMT vs QLD
+1,470.2%
-1,268.1%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +6.8% | -3.1% | +2.8% |
| 7D | -8.5% | -1.4% | -7.1% | -8.5% |
| 30D | +15.4% | -19.6% | +35.0% | +18.7% |
| 3M | +0.7% | -14.1% | +14.8% | +2.4% |
| 6M | +17.6% | -13.6% | +31.2% | +18.6% |
| YTD | +23.8% | +12.5% | +11.3% | +19.3% |
| 1Y | +31.6% | +13.1% | +18.5% | +26.5% |
| 3Y | +44.0% | +154.7% | -110.7% | +15.4% |
| 5Y | +98.8% | +81.1% | +17.7% | +63.9% |
| 10Y | +202.1% | +1,418.0% | -1,215.8% | +41.6% |
| All | +202.1% | +1,470.2% | -1,268.1% | +41.6% |
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