+54.5%
QCOM vs LTH
+174.8%
-120.4%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -4.2% | +4.5% | +1.5% |
| 7D | +13.0% | -4.6% | +17.6% | +14.5% |
| 30D | +0.2% | +14.8% | -14.7% | -4.0% |
| 3M | +9.2% | +3.9% | +5.3% | +7.5% |
| 6M | -15.0% | +35.5% | -50.5% | -23.2% |
| YTD | +5.2% | +71.3% | -66.2% | -12.2% |
| 1Y | +2.4% | +75.7% | -73.3% | -15.3% |
| 3Y | +52.0% | +231.9% | -180.0% | +0.4% |
| 5Y | +19.7% | +130.5% | -110.7% | -21.9% |
| All | +54.5% | +174.8% | -120.4% | -4.2% |
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