+70.4%
QCOM vs LHX
+57.1%
+13.4%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -2.1% | +3.4% | +1.5% |
| 7D | +4.4% | -3.7% | +8.1% | +4.7% |
| 30D | +9.4% | -13.2% | +22.5% | +10.8% |
| 3M | -13.7% | -18.4% | +4.7% | -12.1% |
| 6M | +28.9% | -32.0% | +60.8% | +34.8% |
| YTD | +4.7% | -13.6% | +18.4% | +4.6% |
| 1Y | +13.5% | -6.0% | +19.5% | +11.2% |
| All | +70.4% | +57.1% | +13.4% | +51.4% |
Cumulative growth
Daily Returns
Daily percentage return beside LHX.
Daily Out/Under-Performance
Portfolio return minus LHX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LHX 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 3y: compounded portfolio wealth divided by compounded LHX 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…
3y analysis · Full analysis span regression · 6 months rolling