+535.3%
QCOM vs LYV
+1,449.5%
-914.3%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LYV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -1.8% | +4.9% | +3.6% |
| 7D | +5.1% | -3.8% | +8.9% | +6.1% |
| 30D | +4.3% | -5.7% | +9.9% | +5.8% |
| 3M | -19.6% | +6.9% | -26.5% | -21.3% |
| 6M | +29.5% | +9.2% | +20.3% | +25.7% |
| YTD | +3.4% | +19.6% | -16.2% | -2.2% |
| 1Y | +10.9% | +0.6% | +10.3% | +9.2% |
| 3Y | +74.8% | +110.6% | -35.8% | +41.0% |
| 5Y | +36.2% | +96.6% | -60.4% | +10.5% |
| 10Y | +263.7% | +546.4% | -282.6% | +109.5% |
| All | +535.3% | +1,449.5% | -914.3% | +199.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling