+578.6%
QCOM vs LYB
+634.9%
-56.2%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LYB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +1.7% | +1.5% | +2.6% |
| 7D | +5.1% | -0.9% | +5.9% | +5.4% |
| 30D | +4.3% | +9.5% | -5.2% | +0.8% |
| 3M | -19.6% | +1.3% | -20.9% | -20.6% |
| 6M | +29.5% | -1.7% | +31.2% | +26.9% |
| YTD | +3.4% | +54.1% | -50.8% | -14.9% |
| 1Y | +10.9% | +25.7% | -14.8% | -2.0% |
| 3Y | +74.8% | -20.9% | +95.7% | +80.2% |
| 5Y | +36.2% | -1.5% | +37.7% | +28.6% |
| 10Y | +263.7% | +45.0% | +218.8% | +175.9% |
| All | +578.6% | +634.9% | -56.2% | +169.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling