+2,770.9%
AVGO vs LRCX
+3,687.9%
-917.0%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LRCX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.1% | +0.3% | +0.3% |
| 7D | +1.1% | -3.1% | +4.2% | +2.8% |
| 30D | -13.0% | -8.6% | -4.4% | -9.0% |
| 3M | -6.0% | -17.7% | +11.7% | +0.7% |
| 6M | +6.4% | +36.4% | -30.0% | -16.3% |
| YTD | +5.0% | +74.5% | -69.6% | -30.1% |
| 1Y | +1.4% | +159.4% | -158.1% | -47.1% |
| 3Y | +336.8% | +361.6% | -24.8% | +63.7% |
| 5Y | +698.2% | +425.2% | +273.0% | +165.2% |
| All | +2,770.9% | +3,687.9% | -917.0% | +221.3% |
Cumulative growth
Daily Returns
Daily percentage return beside LRCX.
Daily Out/Under-Performance
Portfolio return minus LRCX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LRCX 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 LRCX 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