+3.3%
AVGO vs LLY
+44.6%
-41.3%
-39.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -0.7% | +6.2% | +5.5% |
| 7D | +25.0% | +4.6% | +20.4% | +25.5% |
| 30D | +2.0% | +22.4% | -20.4% | +5.0% |
| 3M | -12.3% | +17.1% | -29.4% | -10.0% |
| 6M | -12.8% | +44.6% | -57.5% | -9.9% |
| YTD | +5.9% | +33.5% | -27.6% | +8.0% |
| 1Y | +3.3% | +41.1% | -37.8% | +7.2% |
| All | +3.3% | +44.6% | -41.3% | +7.2% |
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