+230.9%
QCOM vs LNT
+166.8%
+64.0%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +1.1% | +2.6% | +3.4% |
| 7D | +5.8% | +0.6% | +5.2% | +5.6% |
| 30D | -2.3% | +12.4% | -14.7% | -5.5% |
| 3M | +2.7% | +6.7% | -4.0% | +0.8% |
| 6M | -21.0% | +3.9% | -25.0% | -22.3% |
| YTD | +1.8% | +16.5% | -14.7% | -3.3% |
| 1Y | +2.4% | +12.5% | -10.1% | -1.8% |
| 3Y | +52.1% | +66.9% | -14.7% | +26.1% |
| 5Y | +14.6% | +56.1% | -41.4% | -3.8% |
| 10Y | +230.9% | +173.2% | +57.7% | +133.9% |
| All | +230.9% | +166.8% | +64.0% | +133.9% |
Cumulative growth
Daily Returns
Daily percentage return beside LNT.
Daily Out/Under-Performance
Portfolio return minus LNT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LNT 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 LNT 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