+2.4%
QCOM vs LBRT
-23.3%
+25.6%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.2% | +0.2% | +0.3% |
| 7D | +13.0% | +13.8% | -0.8% | +10.4% |
| 30D | +0.2% | -32.4% | +32.5% | +5.8% |
| 3M | +9.2% | -39.9% | +49.1% | +17.2% |
| 6M | -15.0% | -60.8% | +45.8% | -2.9% |
| YTD | +5.2% | -29.3% | +34.4% | +8.8% |
| 1Y | +2.4% | -18.9% | +21.2% | +1.0% |
| All | +2.4% | -23.3% | +25.6% | +1.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling