+48.9%
QCOM vs LTH
+253.6%
-204.7%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.1% | +0.1% | +0.9% |
| 7D | +5.5% | +6.4% | -0.9% | +3.8% |
| 30D | -1.1% | +16.7% | -17.9% | -5.1% |
| 3M | +7.6% | +11.7% | -4.1% | +4.1% |
| 6M | -20.1% | +48.5% | -68.6% | -29.2% |
| YTD | +3.0% | +78.4% | -75.4% | -14.0% |
| 1Y | +3.2% | +89.7% | -86.4% | -15.4% |
| 3Y | +48.9% | +245.6% | -196.8% | +7.7% |
| All | +48.9% | +253.6% | -204.7% | +7.7% |
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