+31,416.6%
AVGO vs LLY
+5,112.6%
+26,304.0%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.9% | +1.1% | +0.5% |
| 7D | -3.0% | -2.1% | -0.8% | -2.3% |
| 30D | -14.4% | -1.6% | -12.8% | -14.2% |
| 3M | -14.4% | +2.3% | -16.7% | -15.7% |
| 6M | +13.1% | +14.9% | -1.8% | +6.6% |
| YTD | +3.8% | +7.5% | -3.7% | -0.9% |
| 1Y | +17.8% | +55.7% | -37.9% | -1.3% |
| 3Y | +325.3% | +110.6% | +214.7% | +208.0% |
| 5Y | +689.9% | +363.4% | +326.5% | +313.1% |
| 10Y | +2,597.0% | +1,649.0% | +948.0% | +647.7% |
| All | +31,416.6% | +5,112.6% | +26,304.0% | +4,287.1% |
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