+42.8%
LRCX vs QCOM
-0.4%
+43.2%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | QCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +5.3% | -9.4% | -6.5% |
| 7D | -12.8% | -5.3% | -7.4% | -10.7% |
| 30D | -36.0% | -4.2% | -31.8% | -34.8% |
| 3M | -30.2% | +7.0% | -37.3% | -33.4% |
| 6M | -14.2% | +3.8% | -18.0% | -17.0% |
| YTD | +29.7% | +2.8% | +26.9% | +27.2% |
| 1Y | +42.8% | +2.3% | +40.5% | +41.3% |
| All | +42.8% | -0.4% | +43.2% | +41.3% |
Cumulative growth
Daily Returns
Daily percentage return beside QCOM.
Daily Out/Under-Performance
Portfolio return minus QCOM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QCOM 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 1y: compounded portfolio wealth divided by compounded QCOM 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…
1y analysis · Full analysis span regression · 6 months rolling