+50,186.6%
QCOM vs LSCC
+6,081.3%
+44,105.3%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.0% | -1.9% | -0.6% |
| 7D | +3.3% | +1.3% | +2.0% | +2.9% |
| 30D | +7.7% | -9.7% | +17.4% | +11.2% |
| 3M | -30.1% | -23.7% | -6.3% | -23.8% |
| 6M | +22.8% | +26.5% | -3.6% | +12.0% |
| YTD | +0.2% | +57.5% | -57.3% | -16.1% |
| 1Y | +7.9% | +75.7% | -67.8% | -13.5% |
| 3Y | +55.8% | +19.5% | +36.4% | +34.5% |
| 5Y | +30.1% | +83.8% | -53.7% | -4.4% |
| 10Y | +248.9% | +1,772.4% | -1,523.5% | +13.0% |
| All | +50,186.6% | +6,081.3% | +44,105.3% | +6,498.5% |
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