+20.6%
LMT vs QLD
-10.5%
+31.1%
-17.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | QLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +4.6% | -3.5% | +1.6% |
| 7D | +2.5% | -1.2% | +3.7% | +2.2% |
| 30D | +19.2% | -15.7% | +34.9% | +16.1% |
| 3M | +2.7% | -10.0% | +12.7% | +0.8% |
| 6M | +20.6% | -11.2% | +31.8% | +16.4% |
| All | +20.6% | -10.5% | +31.1% | +16.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling