+2,062.4%
AVGO vs LSCC
+1,244.7%
+817.7%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +7.1% | -6.4% | -2.2% |
| 7D | -9.9% | +13.0% | -22.9% | -14.5% |
| 30D | -22.0% | -19.8% | -2.2% | -15.0% |
| 3M | -30.0% | -18.4% | -11.6% | -24.7% |
| 6M | -30.7% | -16.1% | -14.6% | -27.2% |
| YTD | -14.7% | +42.7% | -57.4% | -29.8% |
| 1Y | -16.8% | +68.0% | -84.8% | -36.2% |
| 3Y | +244.4% | +85.8% | +158.6% | +136.7% |
| 5Y | +474.0% | +28.0% | +446.0% | +325.9% |
| All | +2,062.4% | +1,244.7% | +817.7% | +625.6% |
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