+2,660.6%
AVGO vs LNT
+186.9%
+2,473.7%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | +0.5% | -5.3% | -4.9% |
| 7D | +18.2% | +1.0% | +17.1% | +17.9% |
| 30D | +0.2% | +9.6% | -9.4% | -2.0% |
| 3M | -16.8% | +5.4% | -22.2% | -17.9% |
| 6M | -16.5% | +3.1% | -19.6% | -17.6% |
| YTD | +0.8% | +16.5% | -15.7% | -4.0% |
| 1Y | +2.8% | +12.3% | -9.5% | -1.1% |
| 3Y | +278.5% | +70.3% | +208.2% | +209.3% |
| 5Y | +573.1% | +56.4% | +516.7% | +462.9% |
| All | +2,660.6% | +186.9% | +2,473.7% | +1,809.6% |
Cumulative growth
Daily Returns
Daily percentage return beside LNT.
Daily Out/Under-Performance
Portfolio return minus LNT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LNT 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 10y: compounded portfolio wealth divided by compounded LNT 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…
10y analysis · Full analysis span regression · 6 months rolling