+691.7%
AVGO vs LLY
+364.4%
+327.3%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.9% | +1.1% | +0.4% |
| 7D | -3.0% | -2.1% | -0.8% | -2.6% |
| 30D | -14.4% | -1.6% | -12.8% | -14.3% |
| 3M | -14.4% | +2.3% | -16.7% | -15.2% |
| 6M | +13.1% | +14.9% | -1.8% | +8.8% |
| YTD | +3.8% | +7.5% | -3.7% | +0.8% |
| 1Y | +17.8% | +55.7% | -37.9% | +4.1% |
| 3Y | +325.3% | +110.6% | +214.7% | +241.0% |
| All | +691.7% | +364.4% | +327.3% | +371.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling