+2,300.3%
AVGO vs LSCC
+1,398.6%
+901.8%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | +8.4% | +0.3% | +5.3% |
| 7D | -0.9% | +19.3% | -20.2% | -7.9% |
| 30D | -11.6% | -9.6% | -2.0% | -8.3% |
| 3M | -25.2% | -12.4% | -12.8% | -21.8% |
| 6M | -25.4% | -10.5% | -15.0% | -23.7% |
| YTD | -7.2% | +54.8% | -62.0% | -26.1% |
| 1Y | -7.9% | +79.4% | -87.3% | -31.2% |
| 3Y | +262.1% | +109.6% | +152.5% | +137.1% |
| 5Y | +525.7% | +40.4% | +485.3% | +347.5% |
| 10Y | +2,300.3% | +1,379.1% | +921.2% | +682.9% |
| All | +2,300.3% | +1,398.6% | +901.8% | +682.9% |
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