+711.1%
AVGO vs LH
+28.2%
+682.9%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.2% | 0.0% | -0.8% |
| 7D | -0.8% | -3.2% | +2.4% | 0.0% |
| 30D | -13.7% | +0.1% | -13.9% | -13.8% |
| 3M | -6.9% | +18.6% | -25.6% | -11.2% |
| 6M | +5.8% | +17.9% | -12.2% | +0.8% |
| YTD | +5.7% | +28.9% | -23.3% | -2.5% |
| 1Y | +9.0% | +16.6% | -7.6% | +3.5% |
| 3Y | +340.5% | +63.6% | +277.0% | +257.2% |
| 5Y | +711.1% | +30.0% | +681.0% | +614.4% |
| All | +711.1% | +28.2% | +682.9% | +614.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling