+4.5%
QQQM vs LHX
-9.1%
+13.6%
-14.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.3% | -0.6% | -5.7% | -6.4% |
| 7D | -9.4% | -7.3% | -2.1% | -9.7% |
| 30D | -14.7% | +8.5% | -23.2% | -14.4% |
| 3M | -9.6% | -9.4% | -0.2% | -9.4% |
| 6M | -4.7% | -14.0% | +9.3% | -4.6% |
| YTD | +5.9% | -11.0% | +16.9% | +4.1% |
| 1Y | +4.5% | -8.6% | +13.1% | +1.9% |
| All | +4.5% | -9.1% | +13.6% | +1.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling