+3.3%
AVGO vs LEN
-31.8%
+35.1%
-39.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -3.2% | +8.7% | +5.5% |
| 7D | +25.0% | -8.7% | +33.7% | +24.9% |
| 30D | +2.0% | +11.6% | -9.6% | +1.3% |
| 3M | -12.3% | -1.3% | -11.0% | -12.3% |
| 6M | -12.8% | -1.4% | -11.4% | -12.8% |
| YTD | +5.9% | -16.9% | +22.7% | +5.5% |
| 1Y | +3.3% | -31.2% | +34.5% | +3.2% |
| All | +3.3% | -31.8% | +35.1% | +3.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling