+240.0%
QCOM vs LIN
+437.5%
-197.6%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LIN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | +2.6% | +2.7% | +3.6% |
| 7D | -5.3% | +3.3% | -8.6% | -7.6% |
| 30D | -4.2% | +8.8% | -13.0% | -9.8% |
| 3M | +7.0% | +8.6% | -1.6% | +0.6% |
| 6M | +3.8% | +7.0% | -3.2% | -1.8% |
| YTD | +2.8% | +24.3% | -21.4% | -12.7% |
| 1Y | +2.3% | +27.3% | -25.0% | -14.7% |
| 3Y | +54.4% | +38.9% | +15.5% | +19.9% |
| 5Y | +23.7% | +69.4% | -45.7% | -17.4% |
| 10Y | +240.0% | +440.7% | -200.8% | +16.2% |
| All | +240.0% | +437.5% | -197.6% | +16.2% |
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