+50.4%
QCOM vs LTH
+180.7%
-130.3%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +2.2% | -4.8% | -3.3% |
| 7D | +4.3% | -1.3% | +5.5% | +4.6% |
| 30D | -0.1% | +15.7% | -15.8% | -4.4% |
| 3M | +5.2% | +5.0% | +0.2% | +3.3% |
| 6M | -18.4% | +37.7% | -56.0% | -26.6% |
| YTD | +2.4% | +75.0% | -72.6% | -15.1% |
| 1Y | +0.9% | +82.6% | -81.8% | -17.5% |
| 3Y | +48.4% | +241.3% | -192.9% | -2.8% |
| 5Y | +16.6% | +135.4% | -118.8% | -24.5% |
| All | +50.4% | +180.7% | -130.3% | -7.3% |
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