-2.1%
AVGO vs LSCC
+83.2%
-85.2%
-39.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +10.4% | -6.4% | -0.3% |
| 7D | +6.1% | +14.5% | -8.4% | +0.3% |
| 30D | -2.7% | -0.1% | -2.6% | -3.5% |
| 3M | -16.9% | -2.7% | -14.2% | -17.2% |
| 6M | -19.1% | -4.8% | -14.3% | -18.8% |
| YTD | +0.3% | +66.9% | -66.6% | -19.8% |
| All | -2.1% | +83.2% | -85.2% | -21.1% |
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 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