+9,127.5%
QLD vs LHX
+951.9%
+8,175.5%
-83.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.7% | +2.0% | +1.6% |
| 7D | +0.6% | -2.0% | +2.5% | +2.1% |
| 30D | -0.1% | -9.9% | +9.8% | +7.8% |
| 3M | -8.4% | -16.5% | +8.1% | +2.4% |
| 6M | +32.2% | -29.6% | +61.8% | +67.5% |
| YTD | +28.9% | -11.6% | +40.5% | +34.6% |
| 1Y | +43.8% | -4.1% | +47.9% | +39.6% |
| 3Y | +176.6% | +53.3% | +123.3% | +75.8% |
| 5Y | +121.6% | +22.3% | +99.3% | +60.9% |
| 10Y | +1,652.9% | +231.9% | +1,421.0% | +395.4% |
| All | +9,127.5% | +951.9% | +8,175.5% | +877.3% |
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