+10.9%
QCOM vs LEN
-42.1%
+53.0%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2025-09-08 to 2026-09-08.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -3.8% | +7.0% | +3.9% |
| 7D | +5.1% | -2.9% | +7.9% | +5.6% |
| 30D | +4.3% | -8.9% | +13.1% | +6.1% |
| 3M | -19.6% | -10.9% | -8.7% | -18.0% |
| 6M | +29.5% | -19.7% | +49.1% | +32.6% |
| YTD | +3.4% | -20.6% | +24.0% | +5.1% |
| 1Y | +10.9% | -42.4% | +53.3% | +20.2% |
| All | +10.9% | -42.1% | +53.0% | +20.2% |
Cumulative growth
Daily Returns
Daily percentage return beside LEN.
Daily Out/Under-Performance
Portfolio return minus LEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LEN 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 2025-09-08 to 2026-09-08: compounded portfolio wealth divided by compounded LEN 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…
2025-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling