+283.8%
LMT vs QSR
+203.9%
+79.9%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.7% | +1.8% | +1.2% |
| 7D | -0.5% | -4.7% | +4.2% | +0.4% |
| 30D | -10.8% | +4.3% | -15.1% | -11.6% |
| 3M | +1.6% | +5.4% | -3.9% | +0.3% |
| 6M | -17.6% | +8.2% | -25.7% | -19.3% |
| YTD | +11.6% | +14.1% | -2.5% | +7.8% |
| 1Y | +17.2% | +28.1% | -10.9% | +10.3% |
| 3Y | +35.7% | +25.3% | +10.5% | +26.6% |
| 5Y | +75.2% | +40.4% | +34.8% | +57.6% |
| 10Y | +190.1% | +132.4% | +57.7% | +132.7% |
| All | +283.8% | +203.9% | +79.9% | +193.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling