+15.0%
QCOM vs LYV
-0.4%
+15.4%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LYV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | 0.0% | +2.8% | +2.9% |
| 7D | +7.8% | -1.9% | +9.8% | +8.0% |
| 30D | +12.2% | -8.2% | +20.4% | +13.2% |
| 3M | -9.9% | -1.3% | -8.6% | -10.0% |
| 6M | +36.9% | +2.6% | +34.3% | +34.6% |
| YTD | +8.0% | +19.4% | -11.4% | +5.7% |
| 1Y | +15.0% | -2.2% | +17.3% | +2.2% |
| All | +15.0% | -0.4% | +15.4% | +2.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling