+231.0%
QCOM vs LBRT
-14.8%
+245.8%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | -11.2% | +16.5% | +7.1% |
| 7D | -5.3% | -25.3% | +20.0% | -1.1% |
| 30D | -4.2% | -32.9% | +28.7% | +1.7% |
| 3M | +7.0% | -33.3% | +40.4% | +13.4% |
| 6M | +3.8% | -61.0% | +64.8% | +19.2% |
| YTD | +2.8% | -28.0% | +30.8% | +6.0% |
| 1Y | +2.3% | -21.5% | +23.8% | +3.7% |
| 3Y | +54.4% | -31.5% | +85.9% | +53.8% |
| 5Y | +23.7% | +12.3% | +11.3% | +11.0% |
| All | +231.0% | -14.8% | +245.8% | +161.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling