+5,083.9%
LITE vs QCOM
+269.7%
+4,814.1%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +0.1% | +3.9% | +3.9% |
| 7D | -1.5% | +3.3% | -4.9% | -3.3% |
| 30D | +6.7% | +7.7% | -1.0% | +2.7% |
| 3M | -6.8% | -30.1% | +23.3% | +13.2% |
| 6M | +29.4% | +22.8% | +6.6% | +11.1% |
| YTD | +139.1% | +0.2% | +138.9% | +127.6% |
| 1Y | +521.0% | +7.9% | +513.1% | +469.6% |
| 3Y | +1,535.3% | +55.8% | +1,479.5% | +1,137.2% |
| 5Y | +889.8% | +30.1% | +859.8% | +687.2% |
| 10Y | +2,400.7% | +248.9% | +2,151.8% | +1,076.4% |
| All | +5,083.9% | +269.7% | +4,814.1% | +2,659.4% |
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