+278.5%
AVGO vs LLY
+148.2%
+130.3%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | +1.3% | -6.0% | -4.9% |
| 7D | +18.2% | +6.7% | +11.4% | +17.3% |
| 30D | +0.2% | +19.6% | -19.3% | -1.7% |
| 3M | -16.8% | +19.7% | -36.5% | -18.5% |
| 6M | -16.5% | +42.7% | -59.2% | -20.8% |
| YTD | +0.8% | +35.1% | -34.3% | -4.0% |
| 1Y | +2.8% | +42.2% | -39.4% | -3.3% |
| 3Y | +278.5% | +140.8% | +137.8% | +234.3% |
| All | +278.5% | +148.2% | +130.3% | +234.3% |
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