+469.8%
AVGO vs LITE
+468.9%
+0.9%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LITE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.4% | -18.7% | +8.2% | -3.9% |
| 7D | -15.5% | -44.6% | +29.1% | +2.6% |
| 30D | -22.4% | -55.0% | +32.6% | +0.7% |
| 3M | -30.2% | -38.3% | +8.1% | -20.7% |
| 6M | -31.6% | -48.8% | +17.2% | -20.2% |
| YTD | -15.3% | +38.3% | -53.6% | -39.0% |
| 1Y | -18.2% | +119.0% | -137.2% | -53.2% |
| 3Y | +241.2% | +1,092.0% | -850.8% | -19.4% |
| 5Y | +469.8% | +446.1% | +23.7% | +88.1% |
| All | +469.8% | +468.9% | +0.9% | +88.1% |
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 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