+8,175.3%
QLD vs LHX
+1,015.1%
+7,160.2%
-83.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.7% | +1.1% | +0.6% |
| 7D | +12.5% | +5.3% | +7.2% | +8.3% |
| 30D | -15.7% | +15.8% | -31.5% | -25.5% |
| 3M | -11.9% | -6.1% | -5.9% | -9.2% |
| 6M | -10.3% | -11.4% | +1.1% | -5.7% |
| YTD | +15.6% | -6.3% | +21.9% | +13.8% |
| 1Y | +12.1% | -8.0% | +20.1% | +11.8% |
| 3Y | +150.7% | +58.1% | +92.6% | +55.4% |
| 5Y | +86.6% | +36.3% | +50.3% | +23.2% |
| 10Y | +1,509.7% | +216.9% | +1,292.9% | +373.0% |
| All | +8,175.3% | +1,015.1% | +7,160.2% | +726.3% |
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