+230.9%
QCOM vs LEN
+166.0%
+64.8%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +3.2% | +0.5% | +2.6% |
| 7D | +5.8% | +0.6% | +5.2% | +5.5% |
| 30D | -2.3% | +19.4% | -21.7% | -8.4% |
| 3M | +2.7% | +4.5% | -1.8% | +0.4% |
| 6M | -21.0% | +4.9% | -25.9% | -23.3% |
| YTD | +1.8% | -8.9% | +10.7% | +2.7% |
| 1Y | +2.4% | -23.0% | +25.4% | +9.0% |
| 3Y | +52.1% | -16.7% | +68.8% | +53.0% |
| 5Y | +14.6% | -4.5% | +19.1% | +7.4% |
| 10Y | +230.9% | +162.2% | +68.7% | +132.1% |
| All | +230.9% | +166.0% | +64.8% | +132.1% |
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