+3.2%
QCOM vs LVS
-36.4%
+39.7%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.6% | -0.4% | +1.1% |
| 7D | +5.5% | +6.7% | -1.2% | +4.9% |
| 30D | -1.1% | +13.8% | -14.9% | -2.1% |
| 3M | +7.6% | -9.5% | +17.1% | +7.3% |
| 6M | -20.1% | -22.0% | +1.9% | -18.7% |
| YTD | +3.0% | -35.7% | +38.7% | +7.1% |
| 1Y | +3.2% | -36.7% | +39.9% | +7.7% |
| All | +3.2% | -36.4% | +39.7% | +7.7% |
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