+70.4%
QCOM vs LYB
-22.2%
+92.6%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LYB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.1% | +1.5% | +1.4% |
| 7D | +4.4% | -3.1% | +7.4% | +5.3% |
| 30D | +9.4% | +4.0% | +5.3% | +7.9% |
| 3M | -13.7% | +2.4% | -16.1% | -14.8% |
| 6M | +28.9% | -1.4% | +30.3% | +25.5% |
| YTD | +4.7% | +53.9% | -49.2% | -17.9% |
| 1Y | +13.5% | +26.1% | -12.6% | -2.3% |
| All | +70.4% | -22.2% | +92.6% | +73.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling