+39.3%
QCOM vs LSCC
+69.3%
-30.0%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.5% | -8.6% | -0.9% | -5.8% |
| 7D | -15.5% | -4.8% | -10.6% | -13.6% |
| 30D | -13.4% | -27.1% | +13.7% | -1.4% |
| 3M | 0.0% | -23.6% | +23.6% | +10.9% |
| 6M | -15.2% | -19.8% | +4.6% | -7.9% |
| YTD | -6.9% | +33.2% | -40.2% | -20.3% |
| 1Y | -11.0% | +55.2% | -66.2% | -29.1% |
| All | +39.3% | +69.3% | -30.0% | -1.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling