+78.1%
QCOM vs LCID
-96.3%
+174.4%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +4.7% | -3.5% | +0.6% |
| 7D | +5.5% | +24.8% | -19.3% | +2.7% |
| 30D | -1.1% | -0.5% | -0.6% | -1.3% |
| 3M | +7.6% | -43.0% | +50.6% | +14.4% |
| 6M | -20.1% | -40.5% | +20.5% | -17.0% |
| YTD | +3.0% | -64.3% | +67.4% | +12.7% |
| 1Y | +3.2% | -78.1% | +81.3% | +19.3% |
| 3Y | +48.9% | -90.1% | +138.9% | +77.4% |
| 5Y | +21.1% | -99.1% | +120.1% | +77.0% |
| All | +78.1% | -96.3% | +174.4% | +146.9% |
Cumulative growth
Daily Returns
Daily percentage return beside LCID.
Daily Out/Under-Performance
Portfolio return minus LCID return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LCID 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 LCID 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