+1,214.8%
QCOM vs LII
+2,790.7%
-1,575.9%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.5% | -2.8% | -6.7% | -8.5% |
| 7D | -15.5% | +0.2% | -15.7% | -15.4% |
| 30D | -13.4% | -4.6% | -8.8% | -12.2% |
| 3M | 0.0% | -21.7% | +21.7% | +8.3% |
| 6M | -15.2% | -32.8% | +17.6% | -4.1% |
| YTD | -6.9% | -27.5% | +20.6% | +2.0% |
| 1Y | -11.0% | -28.0% | +17.0% | -2.3% |
| 3Y | +39.8% | -7.2% | +47.0% | +39.7% |
| 5Y | +7.2% | +22.6% | -15.4% | -3.6% |
| 10Y | +207.7% | +171.5% | +36.1% | +113.1% |
| All | +1,214.8% | +2,790.7% | -1,575.9% | +300.3% |
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