+141.1%
QLD vs LHX
+61.1%
+80.0%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.7% | -2.9% | -1.4% |
| 7D | -3.8% | -0.6% | -3.2% | -3.9% |
| 30D | -20.5% | +16.5% | -37.0% | -22.5% |
| 3M | -14.6% | -4.3% | -10.3% | -13.8% |
| 6M | -14.7% | -7.1% | -7.6% | -13.9% |
| YTD | +11.2% | -4.8% | +16.0% | +10.2% |
| 1Y | +7.1% | -5.5% | +12.6% | +6.4% |
| 3Y | +141.1% | +60.5% | +80.6% | +103.8% |
| All | +141.1% | +61.1% | +80.0% | +103.8% |
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