+244.4%
AVGO vs LSCC
+81.4%
+163.0%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +7.1% | -6.4% | -2.4% |
| 7D | -9.9% | +13.0% | -22.9% | -14.7% |
| 30D | -22.0% | -19.8% | -2.2% | -14.6% |
| 3M | -30.0% | -18.4% | -11.6% | -24.5% |
| 6M | -30.7% | -16.1% | -14.6% | -27.0% |
| YTD | -14.7% | +42.7% | -57.4% | -30.9% |
| 1Y | -16.8% | +68.0% | -84.8% | -37.5% |
| 3Y | +244.4% | +85.8% | +158.6% | +125.3% |
| All | +244.4% | +81.4% | +163.0% | +125.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling