+1,542.6%
QLD vs LHX
+215.2%
+1,327.3%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.7% | +1.1% | +0.3% |
| 7D | +12.5% | +5.3% | +7.2% | +9.5% |
| 30D | -15.7% | +15.8% | -31.5% | -22.7% |
| 3M | -11.9% | -6.1% | -5.9% | -9.7% |
| 6M | -10.3% | -11.4% | +1.1% | -6.6% |
| YTD | +15.6% | -6.3% | +21.9% | +14.6% |
| 1Y | +12.1% | -8.0% | +20.1% | +12.3% |
| 3Y | +150.7% | +58.1% | +92.6% | +73.5% |
| 5Y | +86.6% | +36.3% | +50.3% | +36.5% |
| All | +1,542.6% | +215.2% | +1,327.3% | +611.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling