+2,761.7%
AVGO vs LH
+179.1%
+2,582.6%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -4.4% | +3.4% | +1.0% |
| 7D | +1.0% | -7.4% | +8.4% | +4.5% |
| 30D | -13.3% | -4.6% | -8.7% | -11.6% |
| 3M | -2.9% | +14.5% | -17.4% | -9.3% |
| 6M | +5.7% | +14.8% | -9.1% | -1.9% |
| YTD | +4.6% | +23.3% | -18.6% | -6.7% |
| 1Y | -1.6% | +13.6% | -15.3% | -9.5% |
| 3Y | +336.2% | +56.3% | +279.9% | +230.2% |
| 5Y | +695.6% | +25.2% | +670.4% | +567.6% |
| All | +2,761.7% | +179.1% | +2,582.6% | +1,402.3% |
Cumulative growth
Daily Returns
Daily percentage return beside LH.
Daily Out/Under-Performance
Portfolio return minus LH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LH 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 10y: compounded portfolio wealth divided by compounded LH 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…
10y analysis · Full analysis span regression · 6 months rolling