+30.9%
QCOM vs LH
+31.5%
-0.6%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.4% | +1.5% | +0.5% |
| 7D | +3.3% | -2.5% | +5.8% | +4.1% |
| 30D | +7.7% | +4.3% | +3.4% | +6.2% |
| 3M | -30.1% | +25.5% | -55.6% | -35.6% |
| 6M | +22.8% | +17.0% | +5.9% | +16.0% |
| YTD | +0.2% | +31.3% | -31.1% | -9.7% |
| 1Y | +7.9% | +20.0% | -12.1% | +0.4% |
| 3Y | +55.8% | +63.9% | -8.0% | +27.0% |
| All | +30.9% | +31.5% | -0.6% | +7.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling