+44.2%
QCOM vs LTH
+184.4%
-140.1%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -1.3% | +6.8% | +5.9% |
| 7D | +0.4% | +4.5% | -4.1% | -0.9% |
| 30D | -6.6% | +16.3% | -23.0% | -10.8% |
| 3M | +3.7% | +8.4% | -4.7% | +0.9% |
| 6M | -13.3% | +40.3% | -53.6% | -22.6% |
| YTD | -1.8% | +77.3% | -79.1% | -18.8% |
| 1Y | -2.5% | +88.0% | -90.5% | -20.9% |
| 3Y | +47.0% | +274.3% | -227.3% | -6.6% |
| 5Y | +13.1% | +142.9% | -129.8% | -27.7% |
| All | +44.2% | +184.4% | -140.1% | -11.4% |
Cumulative growth
Daily Returns
Daily percentage return beside LTH.
Daily Out/Under-Performance
Portfolio return minus LTH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LTH 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 10y: compounded portfolio wealth divided by compounded LTH 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…
10y analysis · Full analysis span regression · 6 months rolling