+2,300.3%
AVGO vs LLY
+2,040.2%
+260.1%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | +4.3% | +4.5% | +7.8% |
| 7D | -0.9% | +0.1% | -0.9% | -0.8% |
| 30D | -11.6% | +19.7% | -31.4% | -15.2% |
| 3M | -25.2% | +19.3% | -44.4% | -28.3% |
| 6M | -25.4% | +49.3% | -74.8% | -33.1% |
| YTD | -7.2% | +32.0% | -39.2% | -14.7% |
| 1Y | -7.9% | +53.7% | -61.6% | -19.0% |
| 3Y | +262.1% | +143.7% | +118.4% | +170.7% |
| 5Y | +525.7% | +463.9% | +61.8% | +252.3% |
| 10Y | +2,300.3% | +2,006.3% | +294.0% | +787.1% |
| All | +2,300.3% | +2,040.2% | +260.1% | +787.1% |
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