+31,416.6%
AVGO vs LH
+500.9%
+30,915.7%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.4% | +1.6% | +0.9% |
| 7D | -3.0% | -2.5% | -0.5% | -1.8% |
| 30D | -14.4% | +4.3% | -18.8% | -16.2% |
| 3M | -14.4% | +25.5% | -40.0% | -23.9% |
| 6M | +13.1% | +17.0% | -3.8% | +3.7% |
| YTD | +3.8% | +31.3% | -27.5% | -10.7% |
| 1Y | +17.8% | +20.0% | -2.2% | +5.0% |
| 3Y | +325.3% | +63.9% | +261.4% | +212.4% |
| 5Y | +689.9% | +30.9% | +659.1% | +544.3% |
| 10Y | +2,597.0% | +191.4% | +2,405.6% | +1,214.5% |
| All | +31,416.6% | +500.9% | +30,915.7% | +9,798.2% |
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