+2,770.9%
AVGO vs LEN
+108.0%
+2,662.9%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +2.2% | -1.9% | -0.4% |
| 7D | +1.1% | -4.8% | +5.9% | +2.6% |
| 30D | -13.0% | -6.6% | -6.4% | -11.3% |
| 3M | -6.0% | -15.7% | +9.7% | -1.4% |
| 6M | +6.4% | -16.6% | +23.0% | +11.5% |
| YTD | +5.0% | -21.3% | +26.3% | +11.2% |
| 1Y | +1.4% | -42.0% | +43.4% | +18.0% |
| 3Y | +336.8% | -27.9% | +364.7% | +350.6% |
| 5Y | +698.2% | -10.7% | +708.9% | +640.4% |
| All | +2,770.9% | +108.0% | +2,662.9% | +1,806.6% |
Cumulative growth
Daily Returns
Daily percentage return beside LEN.
Daily Out/Under-Performance
Portfolio return minus LEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LEN 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 LEN 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