+31,416.6%
AVGO vs LEN
+705.5%
+30,711.1%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.0% | +1.2% | +0.5% |
| 7D | -3.0% | -3.2% | +0.2% | -2.0% |
| 30D | -14.4% | -4.9% | -9.5% | -13.2% |
| 3M | -14.4% | -8.5% | -5.9% | -12.4% |
| 6M | +13.1% | -20.7% | +33.8% | +20.7% |
| YTD | +3.8% | -17.4% | +21.2% | +8.5% |
| 1Y | +17.8% | -38.2% | +56.0% | +34.7% |
| 3Y | +325.3% | -24.9% | +350.1% | +336.4% |
| 5Y | +689.9% | -11.4% | +701.4% | +647.3% |
| 10Y | +2,597.0% | +110.0% | +2,487.0% | +1,628.8% |
| All | +31,416.6% | +705.5% | +30,711.1% | +12,202.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling