+19.7%
QCOM vs LNG
+203.0%
-183.3%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +3.8% | -2.0% | +1.0% |
| 7D | +2.0% | +4.5% | -2.6% | +1.1% |
| 30D | +1.2% | +8.0% | -6.8% | -0.7% |
| 3M | +9.1% | +15.0% | -5.9% | +5.5% |
| 6M | -25.0% | +27.1% | -52.1% | -29.5% |
| YTD | +4.8% | +58.1% | -53.3% | -9.0% |
| 1Y | +3.6% | +45.0% | -41.4% | -7.8% |
| 3Y | +51.5% | +82.6% | -31.2% | +23.9% |
| 5Y | +19.7% | +206.8% | -187.1% | -20.3% |
| All | +19.7% | +203.0% | -183.3% | -20.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling