+2,798.6%
AVGO vs LLY
+2,025.7%
+773.0%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -0.7% | +6.2% | +5.7% |
| 7D | +25.0% | +4.6% | +20.4% | +23.8% |
| 30D | +2.0% | +22.4% | -20.4% | -2.7% |
| 3M | -12.3% | +17.1% | -29.4% | -15.6% |
| 6M | -12.8% | +44.6% | -57.5% | -21.0% |
| YTD | +5.9% | +33.5% | -27.6% | -3.0% |
| 1Y | +3.3% | +41.1% | -37.8% | -6.9% |
| 3Y | +293.1% | +143.8% | +149.3% | +194.1% |
| 5Y | +606.7% | +473.4% | +133.4% | +296.4% |
| All | +2,798.6% | +2,025.7% | +773.0% | +980.7% |
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