+50,186.6%
QCOM vs LNT
+2,156.5%
+48,030.2%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | 0.0% | +0.1% | +0.1% |
| 7D | +3.3% | -0.1% | +3.4% | +3.4% |
| 30D | +7.7% | -3.2% | +10.9% | +9.0% |
| 3M | -30.1% | -4.1% | -26.0% | -29.4% |
| 6M | +22.8% | -4.6% | +27.4% | +24.2% |
| YTD | +0.2% | +7.0% | -6.8% | -3.1% |
| 1Y | +7.9% | +8.3% | -0.4% | +3.7% |
| 3Y | +55.8% | +51.0% | +4.8% | +29.0% |
| 5Y | +30.1% | +30.2% | -0.1% | +12.7% |
| 10Y | +248.9% | +143.6% | +105.3% | +127.9% |
| All | +50,186.6% | +2,156.5% | +48,030.2% | +9,755.6% |
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