+50,186.6%
QCOM vs LHX
+10,771.5%
+39,415.1%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.7% | +1.8% | +0.8% |
| 7D | +3.3% | -2.0% | +5.3% | +4.2% |
| 30D | +7.7% | -9.9% | +17.6% | +12.3% |
| 3M | -30.1% | -16.5% | -13.6% | -25.4% |
| 6M | +22.8% | -29.6% | +52.4% | +39.8% |
| YTD | +0.2% | -11.6% | +11.8% | +3.1% |
| 1Y | +7.9% | -4.1% | +11.9% | +6.9% |
| 3Y | +55.8% | +53.3% | +2.6% | +24.5% |
| 5Y | +30.1% | +22.3% | +7.8% | +11.0% |
| 10Y | +248.9% | +231.9% | +17.0% | +84.0% |
| All | +50,186.6% | +10,771.5% | +39,415.1% | +4,122.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling