+901.5%
LITE vs QCOM
+30.0%
+871.5%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | QCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +0.1% | +3.9% | +3.9% |
| 7D | -1.5% | +3.3% | -4.9% | -3.4% |
| 30D | +6.7% | +7.7% | -1.0% | +2.4% |
| 3M | -6.8% | -30.1% | +23.3% | +14.3% |
| 6M | +29.4% | +22.8% | +6.6% | +8.7% |
| YTD | +139.1% | +0.2% | +138.9% | +125.3% |
| 1Y | +521.0% | +7.9% | +513.1% | +460.8% |
| 3Y | +1,535.3% | +55.8% | +1,479.5% | +1,108.2% |
| All | +901.5% | +30.0% | +871.5% | +728.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling