+2,224.6%
LRCX vs QLD
+1,375.1%
+849.5%
-57.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.2% | +2.5% | +5.7% | +6.3% |
| 7D | -16.2% | -10.3% | -5.9% | -8.2% |
| 30D | -39.2% | -26.1% | -13.1% | -22.5% |
| 3M | -34.4% | -17.8% | -16.6% | -22.7% |
| 6M | -32.4% | -15.6% | -16.9% | -20.0% |
| YTD | +17.4% | +5.4% | +12.1% | +19.2% |
| 1Y | +24.2% | +5.2% | +18.9% | +26.7% |
| 3Y | +221.6% | +139.4% | +82.1% | +82.5% |
| 5Y | +245.2% | +66.7% | +178.5% | +136.5% |
| All | +2,224.6% | +1,375.1% | +849.5% | +183.7% |
Cumulative growth
Daily Returns
Daily percentage return beside QLD.
Daily Out/Under-Performance
Portfolio return minus QLD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QLD 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 QLD 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