-11.0%
QCOM vs LIN
+26.9%
-37.9%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LIN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.5% | -0.7% | -8.8% | -9.3% |
| 7D | -15.5% | +3.6% | -19.1% | -16.2% |
| 30D | -13.4% | +6.4% | -19.8% | -14.9% |
| 3M | 0.0% | +6.5% | -6.4% | -1.6% |
| 6M | -15.2% | +4.9% | -20.1% | -16.9% |
| YTD | -6.9% | +23.4% | -30.4% | -15.7% |
| 1Y | -11.0% | +26.3% | -37.3% | -16.8% |
| All | -11.0% | +26.9% | -37.9% | -16.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling