+237.5%
QCOM vs LBRT
-16.4%
+253.9%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +3.3% | -1.5% | +1.2% |
| 7D | +2.0% | -1.9% | +3.9% | +2.3% |
| 30D | +1.2% | -32.0% | +33.3% | +7.3% |
| 3M | +9.1% | -39.7% | +48.8% | +17.6% |
| 6M | -25.0% | -61.1% | +36.1% | -13.8% |
| YTD | +4.8% | -29.4% | +34.2% | +8.4% |
| 1Y | +3.6% | -24.5% | +28.1% | +5.7% |
| 3Y | +51.5% | -28.1% | +79.6% | +49.9% |
| 5Y | +19.7% | +23.9% | -4.2% | +6.1% |
| All | +237.5% | -16.4% | +253.9% | +167.0% |
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