+70.4%
QCOM vs LNG
+73.1%
-2.6%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | 0.0% | +1.4% | +1.3% |
| 7D | +4.4% | -6.7% | +11.1% | +4.9% |
| 30D | +9.4% | +3.9% | +5.5% | +9.0% |
| 3M | -13.7% | +15.5% | -29.2% | -15.1% |
| 6M | +28.9% | +10.5% | +18.4% | +26.3% |
| YTD | +4.7% | +43.0% | -38.2% | -4.4% |
| 1Y | +13.5% | +18.9% | -5.4% | +9.2% |
| All | +70.4% | +73.1% | -2.6% | +49.0% |
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