+3,866.3%
LRCX vs QCOM
+272.6%
+3,593.7%
-56.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.3% | -2.8% | -2.4% |
| 7D | +9.5% | +4.4% | +5.2% | +6.3% |
| 30D | +3.1% | +9.4% | -6.3% | -3.4% |
| 3M | -3.4% | -13.7% | +10.3% | +6.9% |
| 6M | +49.7% | +28.9% | +20.8% | +16.9% |
| YTD | +84.9% | +4.7% | +80.1% | +67.0% |
| 1Y | +200.8% | +13.5% | +187.3% | +154.7% |
| 3Y | +385.1% | +77.1% | +308.0% | +199.8% |
| 5Y | +460.5% | +38.9% | +421.6% | +310.3% |
| 10Y | +3,866.3% | +281.8% | +3,584.5% | +1,554.9% |
| All | +3,866.3% | +272.6% | +3,593.7% | +1,554.9% |
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