+474.0%
AVGO vs LITE
+477.4%
-3.4%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LITE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +5.7% | -4.9% | -1.2% |
| 7D | -9.9% | -35.9% | +26.0% | +3.9% |
| 30D | -22.0% | -51.5% | +29.5% | -1.4% |
| 3M | -30.0% | -35.7% | +5.7% | -21.7% |
| 6M | -30.7% | -43.0% | +12.2% | -22.3% |
| YTD | -14.7% | +46.1% | -60.8% | -39.8% |
| 1Y | -16.8% | +124.7% | -141.5% | -52.7% |
| 3Y | +244.4% | +1,172.1% | -927.6% | -20.6% |
| All | +474.0% | +477.4% | -3.4% | +85.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling