+30,355.4%
AVGO vs LLY
+6,418.5%
+23,936.9%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +0.3% | +3.6% | +3.9% |
| 7D | +6.1% | +1.4% | +4.7% | +5.8% |
| 30D | -2.7% | +21.5% | -24.2% | -8.1% |
| 3M | -16.9% | +18.5% | -35.3% | -21.1% |
| 6M | -19.1% | +49.1% | -68.3% | -29.3% |
| YTD | +0.3% | +34.4% | -34.1% | -10.4% |
| 1Y | -1.2% | +46.3% | -47.5% | -14.3% |
| 3Y | +272.4% | +145.5% | +127.0% | +159.4% |
| 5Y | +579.0% | +472.7% | +106.3% | +234.7% |
| 10Y | +2,584.7% | +2,049.9% | +534.8% | +603.9% |
| All | +30,355.4% | +6,418.5% | +23,936.9% | +3,866.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling