+37.5%
QCOM vs LYV
+93.3%
-55.8%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LYV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.1% | +0.2% | +0.2% |
| 7D | +4.9% | -4.2% | +9.1% | +6.8% |
| 30D | +9.3% | -7.2% | +16.5% | +12.7% |
| 3M | -7.0% | +1.5% | -8.5% | -8.1% |
| 6M | +32.0% | +2.7% | +29.3% | +28.9% |
| YTD | +5.0% | +19.4% | -14.3% | -4.5% |
| 1Y | +13.6% | -0.5% | +14.1% | +11.3% |
| 3Y | +77.6% | +110.1% | -32.6% | +20.5% |
| All | +37.5% | +93.3% | -55.8% | +0.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling