-19.1%
AVGO vs LLY
+51.9%
-71.1%
-39.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | LLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +0.3% | +3.6% | +4.1% |
| 7D | +6.1% | +1.4% | +4.7% | +5.8% |
| 30D | -2.7% | +21.5% | -24.2% | +6.4% |
| 3M | -16.9% | +18.5% | -35.3% | -10.0% |
| 6M | -19.1% | +49.1% | -68.3% | +12.7% |
| All | -19.1% | +51.9% | -71.1% | +12.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling