+2.8%
AVGO vs LH
+41.3%
-38.5%
-39.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | -0.5% | -4.3% | -4.8% |
| 7D | +18.2% | +1.1% | +17.1% | +18.2% |
| 30D | +0.2% | +16.7% | -16.5% | +2.7% |
| 3M | -16.8% | +15.1% | -31.9% | -15.0% |
| 6M | -16.5% | +46.3% | -62.8% | -8.6% |
| YTD | +0.8% | +48.8% | -48.0% | +10.7% |
| 1Y | +2.8% | +39.7% | -36.9% | +14.1% |
| All | +2.8% | +41.3% | -38.5% | +14.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling