+216.5%
QCOM vs LII
+162.0%
+54.5%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -2.0% | +7.5% | +6.4% |
| 7D | +0.4% | -0.6% | +1.0% | +0.7% |
| 30D | -6.6% | -4.6% | -2.0% | -5.0% |
| 3M | +3.7% | -21.2% | +24.9% | +15.2% |
| 6M | -13.3% | -36.4% | +23.1% | +4.9% |
| YTD | -1.8% | -28.9% | +27.1% | +11.6% |
| 1Y | -2.5% | -29.5% | +27.0% | +11.1% |
| 3Y | +47.0% | -8.6% | +55.5% | +44.0% |
| 5Y | +13.1% | +20.2% | -7.1% | -6.1% |
| All | +216.5% | +162.0% | +54.5% | +83.3% |
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