+3,164.2%
AVGO vs LITE
+3,269.6%
-105.4%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LITE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -7.9% | +5.9% | +0.5% |
| 7D | -7.5% | -31.4% | +23.9% | +3.5% |
| 30D | -10.2% | -42.6% | +32.4% | +5.7% |
| 3M | -22.0% | -26.2% | +4.2% | -17.0% |
| 6M | -21.6% | -35.8% | +14.2% | -15.7% |
| YTD | -5.4% | +70.0% | -75.5% | -31.4% |
| 1Y | -6.8% | +232.7% | -239.6% | -48.1% |
| 3Y | +280.9% | +1,365.7% | -1,084.8% | +22.1% |
| 5Y | +548.1% | +609.5% | -61.4% | +153.2% |
| 10Y | +2,363.2% | +1,721.9% | +641.2% | +675.9% |
| All | +3,164.2% | +3,269.6% | -105.4% | +908.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling