+54.0%
QCOM vs LTH
+186.8%
-132.8%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.2% | +1.5% | +1.7% |
| 7D | +2.0% | +0.3% | +1.7% | +1.8% |
| 30D | +1.2% | +17.7% | -16.5% | -3.6% |
| 3M | +9.1% | +8.5% | +0.7% | +6.1% |
| 6M | -25.0% | +46.9% | -71.9% | -33.9% |
| YTD | +4.8% | +78.8% | -73.9% | -13.5% |
| 1Y | +3.6% | +84.9% | -81.3% | -15.5% |
| 3Y | +51.5% | +246.4% | -194.9% | -1.2% |
| 5Y | +19.7% | +129.6% | -109.8% | -21.5% |
| All | +54.0% | +186.8% | -132.8% | -5.6% |
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