+2,611.3%
LRCX vs QCOM
+244.1%
+2,367.1%
-57.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.3% | -1.2% | -1.1% |
| 7D | +26.2% | +13.0% | +13.2% | +16.2% |
| 30D | -22.4% | +0.2% | -22.5% | -22.1% |
| 3M | -28.2% | +9.2% | -37.5% | -33.3% |
| 6M | -19.0% | -15.0% | -4.0% | -12.0% |
| YTD | +37.0% | +5.2% | +31.8% | +22.2% |
| 1Y | +45.5% | +2.4% | +43.1% | +32.8% |
| 3Y | +249.7% | +52.0% | +197.7% | +139.0% |
| 5Y | +293.9% | +19.7% | +274.1% | +216.3% |
| All | +2,611.3% | +244.1% | +2,367.1% | +1,037.4% |
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