+30.9%
QCOM vs LCID
-97.6%
+128.5%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.7% | -1.6% | -0.1% |
| 7D | +3.3% | -6.6% | +9.9% | +4.3% |
| 30D | +7.7% | -30.1% | +37.8% | +13.1% |
| 3M | -30.1% | -17.6% | -12.5% | -29.8% |
| 6M | +22.8% | -54.4% | +77.3% | +33.4% |
| YTD | +0.2% | -55.7% | +55.9% | +8.6% |
| 1Y | +7.9% | -71.0% | +78.9% | +23.5% |
| 3Y | +55.8% | -92.6% | +148.5% | +104.9% |
| All | +30.9% | -97.6% | +128.5% | +117.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling