+46,613.4%
QCOM vs LSCC
+5,128.3%
+41,485.2%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.5% | -8.6% | -0.9% | -6.6% |
| 7D | -15.5% | -4.8% | -10.6% | -13.9% |
| 30D | -13.4% | -27.1% | +13.7% | -3.9% |
| 3M | 0.0% | -23.6% | +23.6% | +8.7% |
| 6M | -15.2% | -19.8% | +4.6% | -9.5% |
| YTD | -6.9% | +33.2% | -40.2% | -18.0% |
| 1Y | -11.0% | +55.2% | -66.2% | -25.7% |
| 3Y | +39.8% | +70.1% | -30.4% | +7.7% |
| 5Y | +7.2% | +19.5% | -12.3% | -9.8% |
| 10Y | +207.7% | +1,164.9% | -957.2% | +13.5% |
| All | +46,613.4% | +5,128.3% | +41,485.2% | +6,349.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling