+31,416.6%
AVGO vs LNT
+848.5%
+30,568.2%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | 0.0% | +0.3% | +0.2% |
| 7D | -3.0% | -0.1% | -2.9% | -2.9% |
| 30D | -14.4% | -3.2% | -11.3% | -13.5% |
| 3M | -14.4% | -4.1% | -10.4% | -13.7% |
| 6M | +13.1% | -4.6% | +17.7% | +13.9% |
| YTD | +3.8% | +7.0% | -3.2% | -0.2% |
| 1Y | +17.8% | +8.3% | +9.5% | +12.4% |
| 3Y | +325.3% | +51.0% | +274.3% | +241.0% |
| 5Y | +689.9% | +30.2% | +659.8% | +569.8% |
| 10Y | +2,597.0% | +143.6% | +2,453.4% | +1,476.3% |
| All | +31,416.6% | +848.5% | +30,568.2% | +6,085.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling