+281.8%
QCOM vs LNG
+543.8%
-262.0%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | 0.0% | +1.4% | +1.3% |
| 7D | +4.4% | -6.7% | +11.1% | +6.2% |
| 30D | +9.4% | +3.9% | +5.5% | +8.1% |
| 3M | -13.7% | +15.5% | -29.2% | -17.6% |
| 6M | +28.9% | +10.5% | +18.4% | +23.3% |
| YTD | +4.7% | +43.0% | -38.2% | -7.7% |
| 1Y | +13.5% | +18.9% | -5.4% | +5.8% |
| 3Y | +77.1% | +74.7% | +2.4% | +44.2% |
| 5Y | +38.9% | +231.2% | -192.3% | -9.9% |
| 10Y | +281.8% | +544.5% | -262.7% | +96.5% |
| All | +281.8% | +543.8% | -262.0% | +96.5% |
Cumulative growth
Daily Returns
Daily percentage return beside LNG.
Daily Out/Under-Performance
Portfolio return minus LNG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LNG 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 LNG 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