+263.7%
QCOM vs LEN
+99.2%
+164.6%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -3.8% | +7.0% | +4.4% |
| 7D | +5.1% | -2.9% | +7.9% | +6.0% |
| 30D | +4.3% | -8.9% | +13.1% | +7.3% |
| 3M | -19.6% | -10.9% | -8.7% | -17.0% |
| 6M | +29.5% | -19.7% | +49.1% | +37.9% |
| YTD | +3.4% | -20.6% | +24.0% | +9.8% |
| 1Y | +10.9% | -42.4% | +53.3% | +30.6% |
| 3Y | +74.8% | -26.5% | +101.3% | +84.1% |
| 5Y | +36.2% | -10.9% | +47.1% | +32.0% |
| 10Y | +263.7% | +100.6% | +163.1% | +184.7% |
| All | +263.7% | +99.2% | +164.6% | +184.7% |
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