-6.8%
AVGO vs LSCC
+57.8%
-64.7%
-33.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +1.3% | -3.3% | -2.5% |
| 7D | -7.5% | +3.0% | -10.4% | -8.7% |
| 30D | -10.2% | -19.3% | +9.1% | -3.0% |
| 3M | -22.0% | -22.3% | +0.3% | -15.1% |
| 6M | -21.6% | -14.6% | -7.0% | -17.5% |
| YTD | -5.4% | +45.8% | -51.2% | -20.0% |
| 1Y | -6.8% | +69.6% | -76.4% | -22.8% |
| All | -6.8% | +57.8% | -64.7% | -22.8% |
Cumulative growth
Daily Returns
Daily percentage return beside LSCC.
Daily Out/Under-Performance
Portfolio return minus LSCC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LSCC 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 1y: compounded portfolio wealth divided by compounded LSCC 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…
1y analysis · Full analysis span regression · 6 months rolling