+30,513.3%
AVGO vs LH
+581.0%
+29,932.3%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | -0.5% | -4.3% | -4.5% |
| 7D | +18.2% | +1.1% | +17.1% | +17.6% |
| 30D | +0.2% | +16.7% | -16.5% | -7.0% |
| 3M | -16.8% | +15.1% | -31.9% | -22.5% |
| 6M | -16.5% | +46.3% | -62.8% | -31.3% |
| YTD | +0.8% | +48.8% | -48.0% | -18.5% |
| 1Y | +2.8% | +39.7% | -36.9% | -14.3% |
| 3Y | +278.5% | +87.0% | +191.5% | +161.1% |
| 5Y | +573.1% | +53.0% | +520.1% | +408.0% |
| 10Y | +2,598.7% | +264.3% | +2,334.3% | +1,076.8% |
| All | +30,513.3% | +581.0% | +29,932.3% | +8,929.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling