+282.9%
QCOM vs LYV
+564.6%
-281.8%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LYV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | 0.0% | +2.8% | +2.9% |
| 7D | +7.8% | -1.9% | +9.8% | +8.5% |
| 30D | +12.2% | -8.2% | +20.4% | +15.5% |
| 3M | -9.9% | -1.3% | -8.6% | -9.8% |
| 6M | +36.9% | +2.6% | +34.3% | +34.5% |
| YTD | +8.0% | +19.4% | -11.4% | +0.3% |
| 1Y | +15.0% | -2.2% | +17.3% | +13.8% |
| 3Y | +75.8% | +106.0% | -30.2% | +32.3% |
| 5Y | +42.2% | +97.7% | -55.5% | +6.9% |
| All | +282.9% | +564.6% | -281.8% | +110.2% |
Cumulative growth
Daily Returns
Daily percentage return beside LYV.
Daily Out/Under-Performance
Portfolio return minus LYV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LYV 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 LYV 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