+49,194.2%
QCOM vs LNT
+2,330.9%
+46,863.3%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -1.0% | +6.6% | +5.9% |
| 7D | +0.4% | +1.4% | -1.0% | -0.1% |
| 30D | -6.6% | +12.3% | -18.9% | -10.7% |
| 3M | +3.7% | +5.3% | -1.6% | +1.4% |
| 6M | -13.3% | +2.0% | -15.4% | -14.6% |
| YTD | -1.8% | +15.3% | -17.1% | -7.8% |
| 1Y | -2.5% | +12.3% | -14.8% | -7.7% |
| 3Y | +47.0% | +59.1% | -12.1% | +19.4% |
| 5Y | +13.1% | +51.7% | -38.6% | -7.7% |
| 10Y | +224.7% | +170.1% | +54.6% | +103.7% |
| All | +49,194.2% | +2,330.9% | +46,863.3% | +9,275.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling