+184.2%
QLD vs LHX
+60.8%
+123.4%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.3% | +0.1% | -0.1% |
| 7D | +3.0% | -2.5% | +5.5% | +3.4% |
| 30D | -1.8% | -10.4% | +8.5% | +0.1% |
| 3M | -1.8% | -14.9% | +13.1% | +0.7% |
| 6M | +36.9% | -29.6% | +66.5% | +48.4% |
| YTD | +28.7% | -11.8% | +40.5% | +29.4% |
| 1Y | +41.9% | -5.1% | +47.0% | +38.9% |
| 3Y | +184.2% | +61.3% | +122.9% | +141.5% |
| All | +184.2% | +60.8% | +123.4% | +141.5% |
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 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