+10.9%
QCOM vs LVS
-16.6%
+27.5%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -0.9% | +4.0% | +3.2% |
| 7D | +5.1% | +0.3% | +4.7% | +5.0% |
| 30D | +4.3% | -3.9% | +8.2% | +4.5% |
| 3M | -19.6% | -12.9% | -6.8% | -18.6% |
| 6M | +29.5% | -16.9% | +46.4% | +32.0% |
| YTD | +3.4% | -31.2% | +34.6% | +7.6% |
| 1Y | +10.9% | -16.4% | +27.3% | +13.8% |
| All | +10.9% | -16.6% | +27.5% | +13.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling