+242.6%
QCOM vs LNT
+186.9%
+55.8%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +0.5% | -3.2% | -2.8% |
| 7D | +4.3% | +1.0% | +3.2% | +4.0% |
| 30D | -0.1% | +9.6% | -9.7% | -2.6% |
| 3M | +5.2% | +5.4% | -0.2% | +3.6% |
| 6M | -18.4% | +3.1% | -21.5% | -19.5% |
| YTD | +2.4% | +16.5% | -14.1% | -2.7% |
| 1Y | +0.9% | +12.3% | -11.4% | -3.2% |
| 3Y | +48.4% | +70.3% | -21.9% | +22.1% |
| 5Y | +16.6% | +56.4% | -39.8% | -2.2% |
| All | +242.6% | +186.9% | +55.8% | +143.5% |
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