+36.2%
QCOM vs LNG
+218.5%
-182.3%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -5.5% | +8.6% | +4.3% |
| 7D | +5.1% | -6.2% | +11.2% | +6.3% |
| 30D | +4.3% | +8.0% | -3.7% | +2.5% |
| 3M | -19.6% | +16.9% | -36.5% | -22.8% |
| 6M | +29.5% | +8.7% | +20.8% | +25.4% |
| YTD | +3.4% | +43.0% | -39.6% | -7.9% |
| 1Y | +10.9% | +19.4% | -8.5% | +4.3% |
| 3Y | +74.8% | +74.7% | +0.1% | +44.5% |
| 5Y | +36.2% | +222.4% | -186.2% | -4.8% |
| All | +36.2% | +218.5% | -182.3% | -4.8% |
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