+39.3%
QCOM vs LTH
+273.3%
-234.1%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.5% | +0.8% | -10.3% | -9.7% |
| 7D | -15.5% | +5.3% | -20.7% | -16.6% |
| 30D | -13.4% | +18.3% | -31.7% | -17.2% |
| 3M | 0.0% | +5.4% | -5.3% | -1.6% |
| 6M | -15.2% | +62.5% | -77.7% | -27.0% |
| YTD | -6.9% | +79.6% | -86.6% | -22.3% |
| 1Y | -11.0% | +88.1% | -99.1% | -26.7% |
| All | +39.3% | +273.3% | -234.1% | +0.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling