+222.5%
QCOM vs LBRT
+33.5%
+189.0%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.0% | -0.9% | -0.1% |
| 7D | +3.3% | +8.3% | -4.9% | +2.0% |
| 30D | +7.7% | +6.1% | +1.6% | +6.5% |
| 3M | -30.1% | -34.8% | +4.7% | -25.6% |
| 6M | +22.8% | -24.8% | +47.7% | +27.2% |
| YTD | +0.2% | +12.2% | -12.0% | -3.3% |
| 1Y | +7.9% | +94.0% | -86.1% | -5.9% |
| 3Y | +55.8% | +31.3% | +24.5% | +40.6% |
| 5Y | +30.1% | +111.8% | -81.8% | +5.8% |
| All | +222.5% | +33.5% | +189.0% | +138.0% |
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