+446.1%
LITE vs QCOM
+11.3%
+434.8%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | QCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.7% | -9.5% | -9.2% | -13.0% |
| 7D | -44.6% | -15.5% | -29.1% | -38.4% |
| 30D | -55.0% | -13.4% | -41.6% | -50.5% |
| 3M | -38.3% | 0.0% | -38.4% | -38.2% |
| 6M | -48.8% | -15.2% | -33.5% | -45.5% |
| YTD | +38.3% | -6.9% | +45.2% | +35.8% |
| 1Y | +119.0% | -11.0% | +130.0% | +122.1% |
| 3Y | +1,092.0% | +39.8% | +1,052.3% | +828.0% |
| 5Y | +446.1% | +7.2% | +438.9% | +389.1% |
| All | +446.1% | +11.3% | +434.8% | +389.1% |
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