+244.4%
AVGO vs LLY
+142.0%
+102.4%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.8% | +1.5% | +0.8% |
| 7D | -9.9% | -4.5% | -5.5% | -9.5% |
| 30D | -22.0% | +13.9% | -35.9% | -23.1% |
| 3M | -30.0% | +13.8% | -43.8% | -31.1% |
| 6M | -30.7% | +37.6% | -68.3% | -34.2% |
| YTD | -14.7% | +26.6% | -41.3% | -18.2% |
| 1Y | -16.8% | +45.3% | -62.1% | -22.7% |
| 3Y | +244.4% | +132.2% | +112.2% | +202.4% |
| All | +244.4% | +142.0% | +102.4% | +202.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling