+3,586.8%
LITE vs QCOM
+279.5%
+3,307.3%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.9% | +5.3% | -13.2% | -10.8% |
| 7D | -31.4% | -5.3% | -26.1% | -29.5% |
| 30D | -42.6% | -4.2% | -38.4% | -41.1% |
| 3M | -26.2% | +7.0% | -33.3% | -29.3% |
| 6M | -35.8% | +3.8% | -39.6% | -39.5% |
| YTD | +70.0% | +2.8% | +67.2% | +58.3% |
| 1Y | +232.7% | +2.3% | +230.5% | +213.1% |
| 3Y | +1,365.7% | +54.4% | +1,311.3% | +1,006.0% |
| 5Y | +609.5% | +23.7% | +585.8% | +476.8% |
| 10Y | +1,721.9% | +240.0% | +1,482.0% | +746.5% |
| All | +3,586.8% | +279.5% | +3,307.3% | +1,819.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling