+282.9%
QCOM vs LYB
+48.3%
+234.6%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LYB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -0.9% | +3.8% | +3.2% |
| 7D | +7.8% | +0.3% | +7.6% | +7.7% |
| 30D | +12.2% | +2.5% | +9.7% | +11.1% |
| 3M | -9.9% | +1.4% | -11.2% | -11.0% |
| 6M | +36.9% | -3.5% | +40.4% | +34.8% |
| YTD | +8.0% | +52.0% | -43.9% | -12.1% |
| 1Y | +15.0% | +22.1% | -7.0% | +1.7% |
| 3Y | +75.8% | -22.8% | +98.6% | +82.9% |
| 5Y | +42.2% | -3.4% | +45.5% | +34.4% |
| All | +282.9% | +48.3% | +234.6% | +200.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling