+31,416.6%
AVGO vs LII
+1,268.9%
+30,147.7%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -9.1% |
| 3M | -14.4% | -24.4% | +10.0% | -4.5% |
| 6M | +13.1% | -28.7% | +41.8% | +28.8% |
| YTD | +3.8% | -19.1% | +22.9% | +10.1% |
| 1Y | +17.8% | -29.7% | +47.5% | +33.2% |
| 3Y | +325.3% | +4.8% | +320.5% | +288.2% |
| 5Y | +689.9% | +24.6% | +665.4% | +544.1% |
| 10Y | +2,597.0% | +169.2% | +2,427.8% | +1,352.1% |
| All | +31,416.6% | +1,268.9% | +30,147.7% | +7,696.1% |
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 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