+230.9%
QCOM vs LH
+259.5%
-28.6%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +1.4% | +2.2% | +3.1% |
| 7D | +5.8% | +4.6% | +1.2% | +4.0% |
| 30D | -2.3% | +19.1% | -21.4% | -9.0% |
| 3M | +2.7% | +16.7% | -14.0% | -3.7% |
| 6M | -21.0% | +47.0% | -68.1% | -33.3% |
| YTD | +1.8% | +49.3% | -47.5% | -14.9% |
| 1Y | +2.4% | +48.6% | -46.2% | -14.3% |
| 3Y | +52.1% | +87.8% | -35.7% | +12.8% |
| 5Y | +14.6% | +65.0% | -50.4% | -11.7% |
| 10Y | +230.9% | +275.0% | -44.1% | +80.8% |
| All | +230.9% | +259.5% | -28.6% | +80.8% |
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