+558.6%
QQQ vs LHX
+227.8%
+330.7%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.1% | +2.0% | +1.2% |
| 7D | -0.6% | -4.3% | +3.7% | +0.6% |
| 30D | -1.2% | -15.1% | +13.9% | +3.2% |
| 3M | -0.2% | -21.0% | +20.8% | +5.8% |
| 6M | +17.9% | -32.0% | +49.9% | +30.4% |
| YTD | +16.6% | -15.3% | +32.0% | +20.3% |
| 1Y | +23.0% | -11.1% | +34.0% | +24.6% |
| 3Y | +92.9% | +54.0% | +38.9% | +61.6% |
| 5Y | +95.6% | +17.1% | +78.5% | +75.5% |
| All | +558.6% | +227.8% | +330.7% | +329.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling