+208.6%
LMT vs QLD
+1,375.1%
-1,166.5%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +2.5% | -4.1% | -1.9% |
| 7D | -11.0% | -10.3% | -0.7% | -9.7% |
| 30D | +13.6% | -26.1% | +39.7% | +18.2% |
| 3M | -2.1% | -17.8% | +15.6% | +0.1% |
| 6M | +11.7% | -15.6% | +27.2% | +12.9% |
| YTD | +19.4% | +5.4% | +14.0% | +16.1% |
| 1Y | +24.1% | +5.2% | +18.8% | +20.5% |
| 3Y | +36.2% | +139.4% | -103.3% | +10.1% |
| 5Y | +90.7% | +66.7% | +24.0% | +59.4% |
| All | +208.6% | +1,375.1% | -1,166.5% | +44.2% |
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