+14.1%
QCOM vs LBRT
+28.1%
-14.0%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +1.1% | -3.7% | -2.9% |
| 7D | +4.3% | +9.2% | -4.9% | +2.4% |
| 30D | -0.1% | -27.5% | +27.4% | +5.7% |
| 3M | +5.2% | -37.9% | +43.1% | +14.4% |
| 6M | -18.4% | -60.7% | +42.4% | -3.6% |
| YTD | +2.4% | -28.5% | +30.9% | +6.0% |
| 1Y | +0.9% | -13.2% | +14.1% | +0.2% |
| 3Y | +48.4% | -28.8% | +77.2% | +45.0% |
| All | +14.1% | +28.1% | -14.0% | -3.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling