+711.1%
AVGO vs LEN
-10.6%
+721.7%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.5% | -1.6% | -1.3% |
| 7D | -0.8% | -3.4% | +2.6% | +0.1% |
| 30D | -13.7% | -5.7% | -8.1% | -12.5% |
| 3M | -6.9% | -12.2% | +5.3% | -4.0% |
| 6M | +5.8% | -18.3% | +24.1% | +11.1% |
| YTD | +5.7% | -20.2% | +25.9% | +10.8% |
| 1Y | +9.0% | -40.1% | +49.1% | +24.4% |
| 3Y | +340.5% | -26.2% | +366.7% | +333.6% |
| 5Y | +711.1% | -9.8% | +720.9% | +605.7% |
| All | +711.1% | -10.6% | +721.7% | +605.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling