+49.5%
QCOM vs LTH
+183.0%
-133.4%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -0.5% | +4.2% | +3.8% |
| 7D | +5.8% | +7.0% | -1.2% | +3.7% |
| 30D | -2.3% | +15.4% | -17.7% | -6.4% |
| 3M | +2.7% | +7.0% | -4.3% | +0.3% |
| 6M | -21.0% | +46.9% | -67.9% | -30.4% |
| YTD | +1.8% | +76.4% | -74.6% | -15.7% |
| 1Y | +2.4% | +83.7% | -81.3% | -16.4% |
| 3Y | +52.1% | +248.9% | -196.7% | -1.0% |
| 5Y | +14.6% | +141.8% | -127.2% | -26.6% |
| All | +49.5% | +183.0% | -133.4% | -8.0% |
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