+2,664.2%
LRCX vs QCOM
+251.1%
+2,413.1%
-57.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | +1.8% | +4.3% | +4.8% |
| 7D | +6.5% | +2.0% | +4.6% | +6.1% |
| 30D | -23.8% | +1.2% | -25.0% | -24.1% |
| 3M | -24.2% | +9.1% | -33.3% | -29.5% |
| 6M | -20.2% | -25.0% | +4.8% | -5.7% |
| YTD | +38.2% | +4.8% | +33.4% | +23.6% |
| 1Y | +48.9% | +3.6% | +45.3% | +34.6% |
| 3Y | +252.8% | +51.5% | +201.3% | +141.7% |
| 5Y | +304.3% | +19.7% | +284.6% | +224.9% |
| 10Y | +2,664.2% | +245.8% | +2,418.4% | +1,078.6% |
| All | +2,664.2% | +251.1% | +2,413.1% | +1,078.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling