+25.9%
LMT vs QSR
+23.8%
+2.0%
-26.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | +5.5% | -12.4% | -6.4% |
| 7D | -5.5% | +5.2% | -10.7% | -5.1% |
| 30D | +17.5% | +12.2% | +5.3% | +18.3% |
| 3M | +1.6% | +7.0% | -5.4% | +1.8% |
| 6M | +16.3% | -0.3% | +16.6% | +15.3% |
| YTD | +25.3% | +18.0% | +7.3% | +27.6% |
| 1Y | +25.9% | +22.6% | +3.2% | +28.9% |
| All | +25.9% | +23.8% | +2.0% | +28.9% |
Cumulative growth
Daily Returns
Daily percentage return beside QSR.
Daily Out/Under-Performance
Portfolio return minus QSR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QSR 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 1y: compounded portfolio wealth divided by compounded QSR 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…
1y analysis · Full analysis span regression · 6 months rolling