+695.6%
AVGO vs LNT
+30.4%
+665.2%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.9% | -0.1% | -1.0% |
| 7D | +1.0% | -1.1% | +2.1% | +1.0% |
| 30D | -13.3% | -1.9% | -11.3% | -13.3% |
| 3M | -2.9% | -7.2% | +4.3% | -3.0% |
| 6M | +5.7% | -3.9% | +9.6% | +5.4% |
| YTD | +4.6% | +5.9% | -1.2% | +3.5% |
| 1Y | -1.6% | +8.4% | -10.0% | -3.0% |
| 3Y | +336.2% | +46.6% | +289.6% | +301.0% |
| 5Y | +695.6% | +32.4% | +663.2% | +647.5% |
| All | +695.6% | +30.4% | +665.2% | +647.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling