+691.7%
AVGO vs LII
+25.3%
+666.4%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.2% | -0.9% | -0.3% |
| 7D | -3.0% | -0.7% | -2.2% | -2.7% |
| 30D | -14.4% | -12.6% | -1.8% | -9.4% |
| 3M | -14.4% | -24.4% | +10.0% | -5.1% |
| 6M | +13.1% | -28.7% | +41.8% | +28.0% |
| YTD | +3.8% | -19.1% | +22.9% | +9.1% |
| 1Y | +17.8% | -29.7% | +47.5% | +32.6% |
| 3Y | +325.3% | +4.8% | +320.5% | +283.3% |
| All | +691.7% | +25.3% | +666.4% | +500.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling