+392.1%
LRCX vs QCOM
+74.7%
+317.4%
-47.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | QCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +3.2% | +1.0% | +2.0% |
| 7D | +10.4% | +5.1% | +5.4% | +6.7% |
| 30D | +2.9% | +4.3% | -1.4% | -0.2% |
| 3M | -1.2% | -19.6% | +18.5% | +14.4% |
| 6M | +60.9% | +29.5% | +31.4% | +21.9% |
| YTD | +87.5% | +3.4% | +84.2% | +69.7% |
| 1Y | +206.6% | +10.9% | +195.7% | +158.6% |
| 3Y | +392.1% | +74.8% | +317.3% | +212.8% |
| All | +392.1% | +74.7% | +317.4% | +212.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling