-20.0%
LMT vs QSR
+8.3%
-28.3%
-25.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.6% | -0.6% | -2.3% |
| 7D | -1.3% | -2.4% | +1.0% | -1.5% |
| 30D | -12.5% | +5.7% | -18.2% | -12.6% |
| 3M | -0.5% | +6.9% | -7.4% | -0.7% |
| 6M | -20.0% | +6.9% | -26.9% | -21.8% |
| All | -20.0% | +8.3% | -28.3% | -21.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling