-6.8%
AVGO vs LLY
+60.1%
-66.9%
-33.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.6% | -2.6% | -1.9% |
| 7D | -7.5% | +10.1% | -17.6% | -6.1% |
| 30D | -10.2% | +24.0% | -34.3% | -7.5% |
| 3M | -22.0% | +27.3% | -49.3% | -19.3% |
| 6M | -21.6% | +47.0% | -68.5% | -19.6% |
| YTD | -5.4% | +32.6% | -38.0% | -3.5% |
| 1Y | -6.8% | +57.3% | -64.2% | -10.3% |
| All | -6.8% | +60.1% | -66.9% | -10.3% |
Cumulative growth
Daily Returns
Daily percentage return beside LLY.
Daily Out/Under-Performance
Portfolio return minus LLY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LLY 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 LLY 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