-16.8%
AVGO vs LITE
+121.0%
-137.8%
-39.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LITE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +5.7% | -4.9% | -0.5% |
| 7D | -9.9% | -35.9% | +26.0% | -1.3% |
| 30D | -22.0% | -51.5% | +29.5% | -9.6% |
| 3M | -30.0% | -35.7% | +5.7% | -24.4% |
| 6M | -30.7% | -43.0% | +12.2% | -24.8% |
| YTD | -14.7% | +46.1% | -60.8% | -29.2% |
| 1Y | -16.8% | +124.7% | -141.5% | -41.3% |
| All | -16.8% | +121.0% | -137.8% | -41.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling