+2,062.4%
AVGO vs LII
+162.0%
+1,900.5%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -2.0% | +2.7% | +1.6% |
| 7D | -9.9% | -0.6% | -9.3% | -9.7% |
| 30D | -22.0% | -4.6% | -17.4% | -21.0% |
| 3M | -30.0% | -21.2% | -8.8% | -22.8% |
| 6M | -30.7% | -36.4% | +5.7% | -17.0% |
| YTD | -14.7% | -28.9% | +14.3% | -5.1% |
| 1Y | -16.8% | -29.5% | +12.7% | -7.1% |
| 3Y | +244.4% | -8.6% | +253.0% | +229.9% |
| 5Y | +474.0% | +20.2% | +453.8% | +362.4% |
| All | +2,062.4% | +162.0% | +1,900.5% | +1,074.0% |
Cumulative growth
Daily Returns
Daily percentage return beside LII.
Daily Out/Under-Performance
Portfolio return minus LII return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LII 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 10y: compounded portfolio wealth divided by compounded LII 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…
10y analysis · Full analysis span regression · 6 months rolling