+705.9%
AVGO vs LTH
+174.8%
+531.0%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -4.2% | +9.7% | +6.5% |
| 7D | +25.0% | -4.6% | +29.6% | +26.2% |
| 30D | +2.0% | +14.8% | -12.9% | -1.4% |
| 3M | -12.3% | +3.9% | -16.2% | -13.4% |
| 6M | -12.8% | +35.5% | -48.3% | -19.6% |
| YTD | +5.9% | +71.3% | -65.5% | -8.6% |
| 1Y | +3.3% | +75.7% | -72.4% | -11.4% |
| 3Y | +293.1% | +231.9% | +61.2% | +188.0% |
| 5Y | +606.7% | +130.5% | +476.3% | +400.4% |
| All | +705.9% | +174.8% | +531.0% | +471.1% |
Cumulative growth
Daily Returns
Daily percentage return beside LTH.
Daily Out/Under-Performance
Portfolio return minus LTH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LTH 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 LTH 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