+7.9%
QCOM vs LYB
+25.6%
-17.8%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LYB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.9% | +2.0% | +0.3% |
| 7D | +3.3% | -0.2% | +3.6% | +3.4% |
| 30D | +7.7% | +8.7% | -1.0% | +6.6% |
| 3M | -30.1% | -3.0% | -27.0% | -29.7% |
| 6M | +22.8% | +4.7% | +18.1% | +17.6% |
| YTD | +0.2% | +51.6% | -51.4% | -16.5% |
| 1Y | +7.9% | +24.4% | -16.5% | -1.8% |
| All | +7.9% | +25.6% | -17.8% | -1.8% |
Cumulative growth
Daily Returns
Daily percentage return beside LYB.
Daily Out/Under-Performance
Portfolio return minus LYB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LYB 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 LYB 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