+251.9%
QCOM vs LEN
+136.8%
+115.1%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -3.2% | +3.5% | +1.4% |
| 7D | +13.0% | -8.7% | +21.8% | +16.3% |
| 30D | +0.2% | +11.6% | -11.4% | -4.1% |
| 3M | +9.2% | -1.3% | +10.5% | +8.6% |
| 6M | -15.0% | -1.4% | -13.6% | -15.9% |
| YTD | +5.2% | -16.9% | +22.1% | +9.2% |
| 1Y | +2.4% | -31.2% | +33.5% | +13.0% |
| 3Y | +52.0% | -25.6% | +77.6% | +58.4% |
| 5Y | +19.7% | -13.3% | +33.0% | +15.6% |
| All | +251.9% | +136.8% | +115.1% | +148.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling