+29,187.3%
AVGO vs LII
+1,124.2%
+28,063.2%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -0.4% | +4.4% | +4.1% |
| 7D | 0.0% | +0.4% | -0.5% | -0.1% |
| 30D | -8.2% | -2.4% | -5.8% | -7.9% |
| 3M | -21.3% | -17.5% | -3.8% | -14.9% |
| 6M | -22.5% | -32.8% | +10.3% | -9.5% |
| YTD | -3.6% | -27.7% | +24.1% | +6.8% |
| 1Y | -6.7% | -28.1% | +21.4% | +3.5% |
| 3Y | +258.1% | -9.7% | +267.8% | +248.6% |
| 5Y | +560.9% | +19.5% | +541.4% | +444.5% |
| 10Y | +2,475.6% | +170.6% | +2,305.0% | +1,269.7% |
| All | +29,187.3% | +1,124.2% | +28,063.2% | +7,460.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling