+93.3%
QQQM vs LHX
+54.0%
+39.3%
-22.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.1% | +2.0% | +1.0% |
| 7D | -0.6% | -4.3% | +3.7% | -0.2% |
| 30D | -1.2% | -15.1% | +13.9% | +0.2% |
| 3M | -0.1% | -21.0% | +20.9% | +2.1% |
| 6M | +18.0% | -32.0% | +49.9% | +23.2% |
| YTD | +16.7% | -15.3% | +32.0% | +17.5% |
| 1Y | +23.0% | -11.1% | +34.1% | +22.8% |
| 3Y | +93.3% | +54.0% | +39.3% | +78.9% |
| All | +93.3% | +54.0% | +39.3% | +78.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling