+691.7%
AVGO vs LSCC
+82.7%
+608.9%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.0% | -1.8% | -0.7% |
| 7D | -3.0% | +1.3% | -4.3% | -3.6% |
| 30D | -14.4% | -9.7% | -4.8% | -10.8% |
| 3M | -14.4% | -23.7% | +9.3% | -5.0% |
| 6M | +13.1% | +26.5% | -13.4% | -0.6% |
| YTD | +3.8% | +57.5% | -53.7% | -18.5% |
| 1Y | +17.8% | +75.7% | -57.9% | -12.8% |
| 3Y | +325.3% | +19.5% | +305.8% | +243.5% |
| All | +691.7% | +82.7% | +608.9% | +378.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling