+281.8%
QCOM vs LVS
+0.3%
+281.5%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.5% | +2.8% | +1.9% |
| 7D | +4.4% | -2.7% | +7.1% | +5.4% |
| 30D | +9.4% | -4.7% | +14.1% | +11.1% |
| 3M | -13.7% | -15.6% | +1.9% | -8.6% |
| 6M | +28.9% | -18.6% | +47.5% | +37.5% |
| YTD | +4.7% | -32.3% | +37.0% | +18.8% |
| 1Y | +13.5% | -18.0% | +31.5% | +18.6% |
| 3Y | +77.1% | -5.8% | +82.9% | +69.8% |
| 5Y | +38.9% | +5.7% | +33.2% | +21.2% |
| 10Y | +281.8% | 0.0% | +281.8% | +236.0% |
| All | +281.8% | +0.3% | +281.5% | +236.0% |
Cumulative growth
Daily Returns
Daily percentage return beside LVS.
Daily Out/Under-Performance
Portfolio return minus LVS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LVS 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 LVS 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