+1,221.1%
LMT vs QLD
+9,036.4%
-7,815.3%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.3% | -1.8% | -1.5% |
| 7D | -6.3% | +0.6% | -6.8% | -6.4% |
| 30D | -8.5% | -0.1% | -8.4% | -8.5% |
| 3M | +1.8% | -8.4% | +10.2% | +2.8% |
| 6M | -19.9% | +32.2% | -52.1% | -26.1% |
| YTD | +10.6% | +28.9% | -18.3% | +2.5% |
| 1Y | +17.9% | +43.8% | -25.9% | +6.1% |
| 3Y | +27.0% | +176.6% | -149.6% | -7.3% |
| 5Y | +68.7% | +121.6% | -52.9% | +21.2% |
| 10Y | +181.1% | +1,652.9% | -1,471.8% | -2.5% |
| All | +1,221.1% | +9,036.4% | -7,815.3% | +131.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling