+345.6%
AVGO vs LEN
-25.9%
+371.5%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -3.8% | +6.8% | +3.5% |
| 7D | -0.3% | -2.9% | +2.6% | +0.1% |
| 30D | -13.8% | -8.9% | -5.0% | -12.8% |
| 3M | -6.9% | -10.9% | +4.0% | -5.6% |
| 6M | +11.9% | -19.7% | +31.6% | +14.9% |
| YTD | +6.9% | -20.6% | +27.5% | +9.5% |
| 1Y | +7.4% | -42.4% | +49.8% | +16.1% |
| 3Y | +345.6% | -26.5% | +372.1% | +322.9% |
| All | +345.6% | -25.9% | +371.5% | +322.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling