-1.6%
AVGO vs LH
+11.8%
-13.4%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -4.4% | +3.4% | -2.2% |
| 7D | +1.0% | -7.4% | +8.4% | -1.2% |
| 30D | -13.3% | -4.6% | -8.7% | -14.4% |
| 3M | -2.9% | +14.5% | -17.4% | +2.6% |
| 6M | +5.7% | +14.8% | -9.1% | +11.8% |
| YTD | +4.6% | +23.3% | -18.6% | +14.3% |
| 1Y | -1.6% | +13.6% | -15.3% | +4.8% |
| All | -1.6% | +11.8% | -13.4% | +4.8% |
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