+1,103.8%
LITE vs QCOM
+39.2%
+1,064.6%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | QCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.7% | -9.5% | -9.2% | -12.6% |
| 7D | -44.6% | -15.5% | -29.1% | -38.0% |
| 30D | -55.0% | -13.4% | -41.6% | -50.3% |
| 3M | -38.3% | 0.0% | -38.4% | -38.2% |
| 6M | -48.8% | -15.2% | -33.5% | -45.8% |
| YTD | +38.3% | -6.9% | +45.2% | +34.1% |
| 1Y | +119.0% | -11.0% | +130.0% | +120.5% |
| All | +1,103.8% | +39.2% | +1,064.6% | +636.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling