+52.1%
QCOM vs LVS
-11.6%
+63.7%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -1.4% | +5.0% | +4.0% |
| 7D | +5.8% | +5.2% | +0.6% | +4.2% |
| 30D | -2.3% | +12.0% | -14.3% | -5.5% |
| 3M | +2.7% | -11.5% | +14.2% | +6.0% |
| 6M | -21.0% | -23.2% | +2.2% | -15.4% |
| YTD | +1.8% | -36.7% | +38.5% | +15.6% |
| 1Y | +2.4% | -36.8% | +39.2% | +16.2% |
| 3Y | +52.1% | -10.5% | +62.7% | +36.7% |
| All | +52.1% | -11.6% | +63.7% | +36.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling