+245.8%
QCOM vs LEN
+142.4%
+103.5%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.4% | +2.1% | +1.9% |
| 7D | +2.0% | -6.4% | +8.3% | +4.0% |
| 30D | +1.2% | +15.6% | -14.4% | -4.2% |
| 3M | +9.1% | -0.8% | +9.9% | +8.4% |
| 6M | -25.0% | +0.4% | -25.4% | -26.1% |
| YTD | +4.8% | -14.1% | +19.0% | +7.7% |
| 1Y | +3.6% | -29.6% | +33.2% | +13.6% |
| 3Y | +51.5% | -23.1% | +74.6% | +56.3% |
| 5Y | +19.7% | -8.9% | +28.6% | +13.9% |
| 10Y | +245.8% | +146.2% | +99.6% | +143.3% |
| All | +245.8% | +142.4% | +103.5% | +143.3% |
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