+32,043.9%
AVGO vs LEN
+710.7%
+31,333.2%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -3.2% | +8.7% | +6.5% |
| 7D | +25.0% | -8.7% | +33.7% | +28.4% |
| 30D | +2.0% | +11.6% | -9.6% | -2.5% |
| 3M | -12.3% | -1.3% | -11.0% | -13.3% |
| 6M | -12.8% | -1.4% | -11.4% | -14.3% |
| YTD | +5.9% | -16.9% | +22.7% | +8.9% |
| 1Y | +3.3% | -31.2% | +34.5% | +12.7% |
| 3Y | +293.1% | -25.6% | +318.7% | +300.1% |
| 5Y | +606.7% | -13.3% | +620.0% | +565.0% |
| 10Y | +2,733.6% | +138.4% | +2,595.2% | +1,617.7% |
| All | +32,043.9% | +710.7% | +31,333.2% | +12,247.2% |
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 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