+325.4%
AVGO vs LITE
+1,559.3%
-1,233.8%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LITE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +4.0% | -3.8% | -1.1% |
| 7D | -3.0% | -1.5% | -1.4% | -2.5% |
| 30D | -14.4% | +6.7% | -21.1% | -17.4% |
| 3M | -14.4% | -6.8% | -7.7% | -15.2% |
| 6M | +13.1% | +29.4% | -16.3% | -5.8% |
| YTD | +3.8% | +139.1% | -135.3% | -35.2% |
| 1Y | +17.8% | +521.0% | -503.2% | -54.6% |
| All | +325.4% | +1,559.3% | -1,233.8% | +1.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling