+429.6%
QCOM vs LPLA
+1,311.2%
-881.7%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.3% | +0.4% | +0.2% |
| 7D | +3.3% | -3.1% | +6.4% | +4.3% |
| 30D | +7.7% | -0.1% | +7.8% | +7.6% |
| 3M | -30.1% | +23.2% | -53.3% | -34.8% |
| 6M | +22.8% | +15.5% | +7.3% | +16.1% |
| YTD | +0.2% | +0.9% | -0.7% | -1.7% |
| 1Y | +7.9% | +0.2% | +7.7% | +5.7% |
| 3Y | +55.8% | +55.2% | +0.6% | +30.5% |
| 5Y | +30.1% | +145.4% | -115.4% | -8.2% |
| 10Y | +248.9% | +1,229.7% | -980.8% | +48.8% |
| All | +429.6% | +1,311.2% | -881.7% | +96.8% |
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