+216.5%
QCOM vs LIN
+424.3%
-207.8%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LIN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -1.1% | +6.7% | +6.3% |
| 7D | +0.4% | +0.2% | +0.2% | +0.2% |
| 30D | -6.6% | +6.5% | -13.1% | -10.8% |
| 3M | +3.7% | +5.5% | -1.8% | -0.5% |
| 6M | -13.3% | +3.3% | -16.6% | -16.1% |
| YTD | -1.8% | +22.0% | -23.8% | -15.6% |
| 1Y | -2.5% | +25.7% | -28.3% | -18.1% |
| 3Y | +47.0% | +36.2% | +10.7% | +15.6% |
| 5Y | +13.1% | +66.1% | -53.0% | -23.4% |
| All | +216.5% | +424.3% | -207.8% | +11.7% |
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