+54.3%
QCOM vs LII
+5.3%
+49.0%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.2% | -1.1% | -0.4% |
| 7D | +3.3% | -0.7% | +4.1% | +3.6% |
| 30D | +7.7% | -12.6% | +20.3% | +14.2% |
| 3M | -30.1% | -24.4% | -5.6% | -22.1% |
| 6M | +22.8% | -28.7% | +51.5% | +40.1% |
| YTD | +0.2% | -19.1% | +19.3% | +7.1% |
| 1Y | +7.9% | -29.7% | +37.6% | +22.6% |
| All | +54.3% | +5.3% | +49.0% | +46.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling