+25,618.8%
AVGO vs LSCC
+4,180.8%
+21,438.0%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.4% | -8.6% | -1.8% | -7.2% |
| 7D | -15.5% | -4.8% | -10.7% | -14.0% |
| 30D | -22.4% | -27.1% | +4.7% | -13.1% |
| 3M | -30.2% | -23.6% | -6.6% | -23.5% |
| 6M | -31.6% | -19.8% | -11.7% | -27.1% |
| YTD | -15.3% | +33.2% | -48.5% | -26.5% |
| 1Y | -18.2% | +55.2% | -73.4% | -33.0% |
| 3Y | +241.2% | +70.1% | +171.1% | +156.5% |
| 5Y | +469.8% | +19.5% | +450.3% | +358.7% |
| 10Y | +2,106.2% | +1,164.9% | +941.3% | +688.7% |
| All | +25,618.8% | +4,180.8% | +21,438.0% | +5,797.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling