+250.8%
QCOM vs LSCC
+1,486.2%
-1,235.4%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +10.4% | -8.6% | -2.8% |
| 7D | +2.0% | +14.5% | -12.5% | -4.1% |
| 30D | +1.2% | -0.1% | +1.3% | +0.3% |
| 3M | +9.1% | -2.7% | +11.8% | +8.6% |
| 6M | -25.0% | -4.8% | -20.2% | -25.0% |
| YTD | +4.8% | +66.9% | -62.0% | -20.1% |
| 1Y | +3.6% | +85.8% | -82.2% | -25.0% |
| 3Y | +51.5% | +115.6% | -64.1% | -5.2% |
| 5Y | +19.7% | +48.8% | -29.1% | -17.7% |
| All | +250.8% | +1,486.2% | -1,235.4% | +7.3% |
Cumulative growth
Daily Returns
Daily percentage return beside LSCC.
Daily Out/Under-Performance
Portfolio return minus LSCC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LSCC 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 10y: compounded portfolio wealth divided by compounded LSCC 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…
10y analysis · Full analysis span regression · 6 months rolling