+47.2%
QCOM vs LTH
+160.9%
-113.7%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.3% | -0.2% | 0.0% |
| 7D | +3.3% | -0.6% | +4.0% | +3.5% |
| 30D | +7.7% | -4.6% | +12.3% | +9.0% |
| 3M | -30.1% | +32.8% | -62.9% | -36.2% |
| 6M | +22.8% | +64.6% | -41.8% | +4.2% |
| YTD | +0.2% | +62.6% | -62.4% | -14.8% |
| 1Y | +7.9% | +49.9% | -42.1% | -6.3% |
| 3Y | +55.8% | +151.3% | -95.5% | +11.6% |
| All | +47.2% | +160.9% | -113.7% | -7.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling