+30.9%
QCOM vs LNT
+31.3%
-0.4%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | 0.0% | +0.1% | +0.1% |
| 7D | +3.3% | -0.1% | +3.4% | +3.3% |
| 30D | +7.7% | -3.2% | +10.9% | +8.1% |
| 3M | -30.1% | -4.1% | -26.0% | -29.9% |
| 6M | +22.8% | -4.6% | +27.4% | +23.1% |
| YTD | +0.2% | +7.0% | -6.8% | -1.5% |
| 1Y | +7.9% | +8.3% | -0.4% | +5.6% |
| 3Y | +55.8% | +51.0% | +4.8% | +39.8% |
| All | +30.9% | +31.3% | -0.4% | +20.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling