+30.9%
QCOM vs LEN
-10.8%
+41.7%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.0% | +1.1% | +0.5% |
| 7D | +3.3% | -3.2% | +6.5% | +4.7% |
| 30D | +7.7% | -4.9% | +12.6% | +9.7% |
| 3M | -30.1% | -8.5% | -21.6% | -27.9% |
| 6M | +22.8% | -20.7% | +43.5% | +33.9% |
| YTD | +0.2% | -17.4% | +17.6% | +6.1% |
| 1Y | +7.9% | -38.2% | +46.1% | +29.4% |
| 3Y | +55.8% | -24.9% | +80.7% | +57.6% |
| All | +30.9% | -10.8% | +41.7% | +14.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling