+122.5%
QLD vs LHX
+19.9%
+102.6%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.1% | +1.5% | 0.0% |
| 7D | +1.9% | -3.7% | +5.6% | +3.0% |
| 30D | -1.8% | -13.2% | +11.4% | +2.3% |
| 3M | -0.1% | -18.4% | +18.3% | +5.4% |
| 6M | +32.6% | -32.0% | +64.5% | +49.4% |
| YTD | +27.9% | -13.6% | +41.6% | +30.8% |
| 1Y | +40.3% | -6.0% | +46.2% | +38.3% |
| 3Y | +182.5% | +57.9% | +124.5% | +121.0% |
| 5Y | +122.5% | +19.2% | +103.3% | +84.5% |
| All | +122.5% | +19.9% | +102.6% | +84.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling