+49,194.2%
QCOM vs LH
+637.7%
+48,556.5%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +0.9% | +4.6% | +5.3% |
| 7D | +0.4% | +1.4% | -1.1% | +0.1% |
| 30D | -6.6% | +17.5% | -24.1% | -9.9% |
| 3M | +3.7% | +16.1% | -12.4% | +0.2% |
| 6M | -13.3% | +43.4% | -56.7% | -20.5% |
| YTD | -1.8% | +47.2% | -49.0% | -10.6% |
| 1Y | -2.5% | +50.1% | -52.6% | -11.6% |
| 3Y | +47.0% | +81.2% | -34.2% | +26.9% |
| 5Y | +13.1% | +63.7% | -50.6% | -0.7% |
| 10Y | +224.7% | +269.2% | -44.5% | +137.2% |
| All | +49,194.2% | +637.7% | +48,556.5% | +26,982.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling