+1,533.3%
LITE vs QCOM
+237.1%
+1,296.2%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.7% | +3.7% | +7.0% | +8.5% |
| 7D | -12.9% | +5.8% | -18.7% | -15.2% |
| 30D | -46.0% | -2.3% | -43.7% | -44.6% |
| 3M | -33.0% | +2.7% | -35.7% | -33.9% |
| 6M | -34.0% | -21.0% | -13.0% | -26.0% |
| YTD | +61.7% | +1.8% | +59.9% | +51.8% |
| 1Y | +148.3% | +2.4% | +145.9% | +133.3% |
| 3Y | +1,408.5% | +52.1% | +1,356.4% | +1,026.5% |
| 5Y | +546.2% | +14.6% | +531.5% | +439.4% |
| 10Y | +1,533.3% | +230.9% | +1,302.4% | +589.9% |
| All | +1,533.3% | +237.1% | +1,296.2% | +589.9% |
Cumulative growth
Daily Returns
Daily percentage return beside QCOM.
Daily Out/Under-Performance
Portfolio return minus QCOM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QCOM 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 QCOM 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