+2,062.4%
AVGO vs LIN
+424.3%
+1,638.1%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LIN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.1% | +1.9% | +1.4% |
| 7D | -9.9% | +0.2% | -10.1% | -10.1% |
| 30D | -22.0% | +6.5% | -28.5% | -25.2% |
| 3M | -30.0% | +5.5% | -35.5% | -32.6% |
| 6M | -30.7% | +3.3% | -34.1% | -33.1% |
| YTD | -14.7% | +22.0% | -36.7% | -27.0% |
| 1Y | -16.8% | +25.7% | -42.5% | -30.7% |
| 3Y | +244.4% | +36.2% | +208.2% | +168.2% |
| 5Y | +474.0% | +66.1% | +408.0% | +283.3% |
| All | +2,062.4% | +424.3% | +1,638.1% | +591.8% |
Cumulative growth
Daily Returns
Daily percentage return beside LIN.
Daily Out/Under-Performance
Portfolio return minus LIN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LIN 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 LIN 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