+34.1%
LMT vs QLD
+10.7%
+23.5%
-26.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | QLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -2.5% | +1.1% | -1.5% |
| 7D | +5.1% | +7.0% | -1.9% | +5.6% |
| 30D | +14.1% | -14.3% | +28.5% | +12.5% |
| 3M | +0.3% | -16.0% | +16.3% | -1.3% |
| 6M | +16.1% | -14.2% | +30.3% | +14.0% |
| YTD | +25.5% | +12.8% | +12.7% | +22.0% |
| 1Y | +34.1% | +14.1% | +20.1% | +30.9% |
| All | +34.1% | +10.7% | +23.5% | +30.9% |
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