+419.1%
QCOM vs LPLA
+1,060.6%
-641.5%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -1.8% | +7.3% | +6.1% |
| 7D | +0.4% | +4.1% | -3.8% | -0.8% |
| 30D | -6.6% | -9.0% | +2.4% | -4.4% |
| 3M | +3.7% | -17.6% | +21.3% | +9.0% |
| 6M | -13.3% | -8.8% | -4.5% | -12.4% |
| YTD | -1.8% | -17.0% | +15.2% | +1.5% |
| 1Y | -2.5% | -20.4% | +17.9% | +2.1% |
| 3Y | +47.0% | +35.4% | +11.5% | +27.4% |
| 5Y | +13.1% | +79.7% | -66.6% | -12.7% |
| 10Y | +224.7% | +915.0% | -690.3% | +48.9% |
| All | +419.1% | +1,060.6% | -641.5% | +103.2% |
Cumulative growth
Daily Returns
Daily percentage return beside LPLA.
Daily Out/Under-Performance
Portfolio return minus LPLA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LPLA 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 LPLA 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