+51.9%
QCOM vs LNG
+83.1%
-31.2%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +3.8% | -2.0% | +1.6% |
| 7D | +2.0% | +4.5% | -2.6% | +1.7% |
| 30D | +1.2% | +8.0% | -6.8% | +0.6% |
| 3M | +9.1% | +15.0% | -5.9% | +7.9% |
| 6M | -25.0% | +27.1% | -52.1% | -26.6% |
| YTD | +4.8% | +58.1% | -53.3% | -4.5% |
| 1Y | +3.6% | +45.0% | -41.4% | -3.5% |
| All | +51.9% | +83.1% | -31.2% | +40.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling