+2,755.4%
AVGO vs LLY
+1,542.3%
+1,213.1%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -2.2% | +5.2% | +3.5% |
| 7D | -0.3% | -3.1% | +2.8% | +0.4% |
| 30D | -13.8% | -5.1% | -8.8% | -13.0% |
| 3M | -6.9% | -2.1% | -4.9% | -7.1% |
| 6M | +11.9% | +13.8% | -1.9% | +6.9% |
| YTD | +6.9% | +5.1% | +1.8% | +3.5% |
| 1Y | +7.4% | +53.1% | -45.7% | -6.7% |
| 3Y | +345.6% | +95.6% | +249.9% | +250.1% |
| 5Y | +718.9% | +361.5% | +357.4% | +382.1% |
| 10Y | +2,755.4% | +1,545.2% | +1,210.2% | +1,060.8% |
| All | +2,755.4% | +1,542.3% | +1,213.1% | +1,060.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling