+19,261.7%
QCOM vs LNG
+1,178.8%
+18,082.9%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.4% | -0.3% | +0.1% |
| 7D | +3.3% | +3.4% | -0.1% | +3.2% |
| 30D | +7.7% | +14.9% | -7.2% | +7.1% |
| 3M | -30.1% | +21.4% | -51.4% | -30.6% |
| 6M | +22.8% | +17.8% | +5.0% | +21.9% |
| YTD | +0.2% | +51.3% | -51.1% | -1.6% |
| 1Y | +7.9% | +24.4% | -16.6% | +6.7% |
| 3Y | +55.8% | +79.7% | -23.9% | +52.0% |
| 5Y | +30.1% | +241.3% | -211.3% | +23.8% |
| 10Y | +248.9% | +603.1% | -354.2% | +223.1% |
| All | +19,261.7% | +1,178.8% | +18,082.9% | +15,843.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling