+102.6%
LMT vs QLD
+85.5%
+17.1%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | QLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.6% | -0.3% | -1.0% |
| 7D | +4.8% | +12.5% | -7.6% | +4.6% |
| 30D | +19.9% | -15.7% | +35.6% | +20.2% |
| 3M | +0.2% | -11.9% | +12.1% | +0.3% |
| 6M | +17.4% | -10.3% | +27.7% | +17.3% |
| YTD | +27.2% | +15.6% | +11.6% | +25.6% |
| 1Y | +35.6% | +12.1% | +23.5% | +34.1% |
| 3Y | +47.1% | +150.7% | -103.6% | +38.0% |
| All | +102.6% | +85.5% | +17.1% | +82.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling