+216.1%
QCOM vs LBRT
-22.5%
+238.6%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +5.4% | +0.2% | +4.6% |
| 7D | +0.4% | -29.1% | +29.5% | +5.8% |
| 30D | -6.6% | -38.4% | +31.8% | +0.6% |
| 3M | +3.7% | -40.1% | +43.7% | +11.8% |
| 6M | -13.3% | -62.9% | +49.6% | +0.5% |
| YTD | -1.8% | -34.5% | +32.7% | +2.8% |
| 1Y | -2.5% | -30.2% | +27.7% | +0.8% |
| 3Y | +47.0% | -37.5% | +84.4% | +48.7% |
| 5Y | +13.1% | +7.6% | +5.5% | +2.4% |
| All | +216.1% | -22.5% | +238.6% | +153.3% |
Cumulative growth
Daily Returns
Daily percentage return beside LBRT.
Daily Out/Under-Performance
Portfolio return minus LBRT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LBRT 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 10y: compounded portfolio wealth divided by compounded LBRT 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…
10y analysis · Full analysis span regression · 6 months rolling