+59.5%
LMT vs QS
-46.4%
+105.9%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.9% | -3.0% | -1.1% |
| 7D | -0.2% | -3.6% | +3.4% | -0.2% |
| 30D | -13.1% | -17.2% | +4.2% | -13.2% |
| 3M | -3.9% | -27.0% | +23.1% | -4.0% |
| 6M | -18.3% | -24.6% | +6.3% | -18.4% |
| YTD | +10.3% | -49.3% | +59.7% | +9.9% |
| 1Y | +14.2% | -40.3% | +54.6% | +14.2% |
| 3Y | +35.0% | -23.8% | +58.8% | +35.6% |
| 5Y | +73.2% | -75.0% | +148.2% | +73.7% |
| All | +59.5% | -46.4% | +105.9% | +66.4% |
Cumulative growth
Daily Returns
Daily percentage return beside QS.
Daily Out/Under-Performance
Portfolio return minus QS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QS 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 QS 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