+2,584.7%
AVGO vs LSCC
+1,498.6%
+1,086.2%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +10.4% | -6.4% | -0.3% |
| 7D | +6.1% | +14.5% | -8.4% | +0.2% |
| 30D | -2.7% | -0.1% | -2.6% | -3.3% |
| 3M | -16.9% | -2.7% | -14.2% | -17.0% |
| 6M | -19.1% | -4.8% | -14.3% | -19.5% |
| YTD | +0.3% | +66.9% | -66.6% | -22.8% |
| 1Y | -1.2% | +85.8% | -87.0% | -27.4% |
| 3Y | +272.4% | +115.6% | +156.9% | +140.4% |
| 5Y | +579.0% | +48.8% | +530.2% | +372.9% |
| 10Y | +2,584.7% | +1,490.3% | +1,094.5% | +753.4% |
| All | +2,584.7% | +1,498.6% | +1,086.2% | +753.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling