+63.1%
LMT vs QS
-43.2%
+106.4%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +2.0% | +0.1% | +2.1% |
| 7D | -1.5% | +2.2% | -3.7% | -1.5% |
| 30D | -8.2% | -8.1% | -0.2% | -8.3% |
| 3M | +3.7% | -27.0% | +30.8% | +3.6% |
| 6M | -19.2% | -16.4% | -2.7% | -19.2% |
| YTD | +12.9% | -46.4% | +59.2% | +12.5% |
| 1Y | +19.8% | -41.1% | +60.9% | +19.7% |
| 3Y | +37.3% | -18.6% | +55.9% | +38.0% |
| 5Y | +74.4% | -73.0% | +147.4% | +74.9% |
| All | +63.1% | -43.2% | +106.4% | +70.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling