+242.8%
QCOM vs LII
+166.2%
+76.5%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.4% | +1.6% | +1.4% |
| 7D | +5.5% | +0.4% | +5.1% | +5.5% |
| 30D | -1.1% | -2.4% | +1.3% | -0.5% |
| 3M | +7.6% | -17.5% | +25.1% | +16.9% |
| 6M | -20.1% | -32.8% | +12.8% | -5.6% |
| YTD | +3.0% | -27.7% | +30.7% | +16.2% |
| 1Y | +3.2% | -28.1% | +31.3% | +16.5% |
| 3Y | +48.9% | -9.7% | +58.5% | +46.8% |
| 5Y | +21.1% | +19.5% | +1.6% | +0.8% |
| 10Y | +242.8% | +170.6% | +72.2% | +98.3% |
| All | +242.8% | +166.2% | +76.5% | +98.3% |
Cumulative growth
Daily Returns
Daily percentage return beside LII.
Daily Out/Under-Performance
Portfolio return minus LII return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LII 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 LII 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