+250.3%
QCOM vs LIN
+358.9%
-108.5%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LIN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.0% | +1.1% | +0.8% |
| 7D | +3.3% | -2.1% | +5.4% | +4.9% |
| 30D | +7.7% | -2.4% | +10.1% | +9.4% |
| 3M | -30.1% | -5.6% | -24.5% | -27.8% |
| 6M | +22.8% | -3.4% | +26.2% | +24.8% |
| YTD | +0.2% | +13.1% | -12.9% | -8.9% |
| 1Y | +7.9% | +2.5% | +5.4% | +4.6% |
| 3Y | +55.8% | +27.6% | +28.2% | +28.6% |
| 5Y | +30.1% | +63.0% | -33.0% | -10.4% |
| All | +250.3% | +358.9% | -108.5% | +30.3% |
Cumulative growth
Daily Returns
Daily percentage return beside LIN.
Daily Out/Under-Performance
Portfolio return minus LIN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LIN 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 LIN 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