+73.0%
LMT vs QSR
+40.5%
+32.5%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.6% | -1.7% | -1.2% |
| 7D | -0.2% | -4.0% | +3.8% | +0.2% |
| 30D | -13.1% | +2.8% | -15.8% | -13.4% |
| 3M | -3.9% | +5.1% | -9.0% | -4.5% |
| 6M | -18.3% | +8.8% | -27.1% | -19.3% |
| YTD | +10.3% | +14.8% | -4.5% | +8.1% |
| 1Y | +14.2% | +25.7% | -11.5% | +10.3% |
| 3Y | +35.0% | +27.5% | +7.5% | +28.4% |
| All | +73.0% | +40.5% | +32.5% | +61.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling