+48.4%
QCOM vs LH
+86.5%
-38.1%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.5% | -2.1% | -2.5% |
| 7D | +4.3% | +1.1% | +3.2% | +4.0% |
| 30D | -0.1% | +16.7% | -16.8% | -3.6% |
| 3M | +5.2% | +15.1% | -9.9% | +1.8% |
| 6M | -18.4% | +46.3% | -64.7% | -26.3% |
| YTD | +2.4% | +48.8% | -46.4% | -8.6% |
| 1Y | +0.9% | +39.7% | -38.8% | -7.9% |
| 3Y | +48.4% | +87.0% | -38.7% | +25.0% |
| All | +48.4% | +86.5% | -38.1% | +25.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling