+75.2%
LMT vs QS
-75.8%
+151.0%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.8% | +1.8% | +1.1% |
| 7D | -0.5% | -5.0% | +4.4% | -0.6% |
| 30D | -10.8% | -18.3% | +7.5% | -10.9% |
| 3M | +1.6% | -26.0% | +27.6% | +1.4% |
| 6M | -17.6% | -24.0% | +6.5% | -17.7% |
| YTD | +11.6% | -50.3% | +61.9% | +11.2% |
| 1Y | +17.2% | -38.0% | +55.2% | +17.3% |
| 3Y | +35.7% | -24.6% | +60.3% | +36.0% |
| 5Y | +75.2% | -75.4% | +150.6% | +76.0% |
| All | +75.2% | -75.8% | +151.0% | +76.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling