-1.6%
AVGO vs LEN
-42.7%
+41.1%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -3.5% | +2.6% | -0.8% |
| 7D | +1.0% | -7.8% | +8.8% | +1.3% |
| 30D | -13.3% | -11.0% | -2.3% | -12.8% |
| 3M | -2.9% | -12.8% | +9.9% | -2.3% |
| 6M | +5.7% | -20.2% | +25.9% | +5.1% |
| YTD | +4.6% | -23.0% | +27.7% | +4.2% |
| 1Y | -1.6% | -41.8% | +40.2% | -3.7% |
| All | -1.6% | -42.7% | +41.1% | -3.7% |
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