+48.4%
QCOM vs LEN
-25.9%
+74.2%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | 0.0% | -2.7% | -2.6% |
| 7D | +4.3% | -5.8% | +10.0% | +5.8% |
| 30D | -0.1% | +13.7% | -13.8% | -4.2% |
| 3M | +5.2% | -3.9% | +9.1% | +5.5% |
| 6M | -18.4% | -0.4% | -18.0% | -19.4% |
| YTD | +2.4% | -16.8% | +19.3% | +5.3% |
| 1Y | +0.9% | -29.5% | +30.4% | +8.8% |
| 3Y | +48.4% | -25.6% | +74.0% | +50.2% |
| All | +48.4% | -25.9% | +74.2% | +50.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling