+2,755.4%
AVGO vs LSCC
+1,791.9%
+963.4%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +1.4% | +1.6% | +2.4% |
| 7D | -0.3% | +5.2% | -5.5% | -2.4% |
| 30D | -13.8% | -9.6% | -4.2% | -10.4% |
| 3M | -6.9% | -17.8% | +10.9% | -0.3% |
| 6M | +11.9% | +37.4% | -25.5% | -3.9% |
| YTD | +6.9% | +59.7% | -52.8% | -15.0% |
| 1Y | +7.4% | +76.2% | -68.8% | -18.7% |
| 3Y | +345.6% | +28.2% | +317.4% | +256.1% |
| 5Y | +718.9% | +87.2% | +631.7% | +431.9% |
| 10Y | +2,755.4% | +1,795.0% | +960.4% | +789.1% |
| All | +2,755.4% | +1,791.9% | +963.4% | +789.1% |
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