+516.2%
QCOM vs LVS
+69.2%
+447.0%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.3% | +0.4% | +0.2% |
| 7D | +3.3% | -1.5% | +4.8% | +3.6% |
| 30D | +7.7% | -3.2% | +10.9% | +8.3% |
| 3M | -30.1% | -12.0% | -18.1% | -28.6% |
| 6M | +22.8% | -19.9% | +42.7% | +27.2% |
| YTD | +0.2% | -30.6% | +30.8% | +6.1% |
| 1Y | +7.9% | -17.7% | +25.6% | +10.4% |
| 3Y | +55.8% | -14.2% | +70.0% | +56.8% |
| 5Y | +30.1% | +9.6% | +20.4% | +23.5% |
| 10Y | +248.9% | +5.7% | +243.2% | +228.6% |
| All | +516.2% | +69.2% | +447.0% | +365.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling