+1,315.4%
QCOM vs LII
+3,124.4%
-1,809.0%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.2% | -1.1% | -0.3% |
| 7D | +3.3% | -0.7% | +4.1% | +3.5% |
| 30D | +7.7% | -12.6% | +20.3% | +12.6% |
| 3M | -30.1% | -24.4% | -5.6% | -23.8% |
| 6M | +22.8% | -28.7% | +51.5% | +36.1% |
| YTD | +0.2% | -19.1% | +19.3% | +6.1% |
| 1Y | +7.9% | -29.7% | +37.6% | +19.3% |
| 3Y | +55.8% | +4.8% | +51.0% | +49.5% |
| 5Y | +30.1% | +24.6% | +5.5% | +16.4% |
| 10Y | +248.9% | +169.2% | +79.7% | +141.5% |
| All | +1,315.4% | +3,124.4% | -1,809.0% | +316.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling