+2,062.4%
AVGO vs LITE
+1,381.7%
+680.7%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LITE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +5.7% | -4.9% | -1.2% |
| 7D | -9.9% | -35.9% | +26.0% | +3.6% |
| 30D | -22.0% | -51.5% | +29.5% | -1.9% |
| 3M | -30.0% | -35.7% | +5.7% | -21.8% |
| 6M | -30.7% | -43.0% | +12.2% | -22.4% |
| YTD | -14.7% | +46.1% | -60.8% | -37.0% |
| 1Y | -16.8% | +124.7% | -141.5% | -48.9% |
| 3Y | +244.4% | +1,172.1% | -927.6% | +1.9% |
| 5Y | +474.0% | +477.0% | -3.0% | +117.2% |
| All | +2,062.4% | +1,381.7% | +680.7% | +497.8% |
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