+245.8%
QCOM vs LH
+263.2%
-17.4%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.4% | +1.4% | +1.6% |
| 7D | +2.0% | +1.2% | +0.7% | +1.5% |
| 30D | +1.2% | +18.0% | -16.7% | -5.4% |
| 3M | +9.1% | +15.7% | -6.6% | +2.6% |
| 6M | -25.0% | +46.6% | -71.6% | -36.6% |
| YTD | +4.8% | +49.5% | -44.6% | -12.5% |
| 1Y | +3.6% | +40.2% | -36.6% | -11.1% |
| 3Y | +51.5% | +87.6% | -36.1% | +12.2% |
| 5Y | +19.7% | +59.3% | -39.5% | -6.3% |
| 10Y | +245.8% | +266.1% | -20.3% | +79.1% |
| All | +245.8% | +263.2% | -17.4% | +79.1% |
Cumulative growth
Daily Returns
Daily percentage return beside LH.
Daily Out/Under-Performance
Portfolio return minus LH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LH 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 LH 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