+51.3%
QCOM vs LTH
+186.2%
-134.8%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.1% | +0.1% | +0.9% |
| 7D | +5.5% | +6.4% | -0.9% | +3.6% |
| 30D | -1.1% | +16.7% | -17.9% | -5.6% |
| 3M | +7.6% | +11.7% | -4.1% | +3.7% |
| 6M | -20.1% | +48.5% | -68.6% | -29.8% |
| YTD | +3.0% | +78.4% | -75.4% | -15.0% |
| 1Y | +3.2% | +89.7% | -86.4% | -16.5% |
| 3Y | +48.9% | +245.6% | -196.8% | -2.8% |
| 5Y | +21.1% | +142.7% | -121.6% | -22.5% |
| All | +51.3% | +186.2% | -134.8% | -7.2% |
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