+274.3%
LRCX vs QCOM
+14.8%
+259.5%
-57.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | QCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.4% | +3.7% | +6.7% | +7.7% |
| 7D | -2.7% | +5.8% | -8.5% | -6.1% |
| 30D | -30.6% | -2.3% | -28.3% | -29.1% |
| 3M | -28.8% | +2.7% | -31.6% | -31.2% |
| 6M | -24.6% | -21.0% | -3.6% | -14.4% |
| YTD | +29.7% | +1.8% | +27.9% | +16.1% |
| 1Y | +39.5% | +2.4% | +37.1% | +24.4% |
| 3Y | +248.9% | +52.1% | +196.8% | +118.2% |
| 5Y | +274.3% | +14.6% | +259.7% | +200.6% |
| All | +274.3% | +14.8% | +259.5% | +200.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling