+2,628.7%
AVGO vs LITE
+2,385.9%
+242.8%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LITE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +4.0% | -3.8% | -1.2% |
| 7D | -3.0% | -1.5% | -1.4% | -2.5% |
| 30D | -14.4% | +6.7% | -21.1% | -17.5% |
| 3M | -14.4% | -6.8% | -7.7% | -15.4% |
| 6M | +13.1% | +29.4% | -16.3% | -5.5% |
| YTD | +3.8% | +139.1% | -135.3% | -33.4% |
| 1Y | +17.8% | +521.0% | -503.2% | -49.6% |
| 3Y | +325.3% | +1,535.3% | -1,210.0% | +19.4% |
| 5Y | +689.9% | +889.8% | -199.9% | +156.8% |
| All | +2,628.7% | +2,385.9% | +242.8% | +542.1% |
Cumulative growth
Daily Returns
Daily percentage return beside LITE.
Daily Out/Under-Performance
Portfolio return minus LITE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LITE 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 LITE 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