+690.2%
AVGO vs LTH
+160.9%
+529.3%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.3% | -0.1% | +0.1% |
| 7D | -3.0% | -0.6% | -2.3% | -2.8% |
| 30D | -14.4% | -4.6% | -9.8% | -13.6% |
| 3M | -14.4% | +32.8% | -47.2% | -20.3% |
| 6M | +13.1% | +64.6% | -51.5% | -0.8% |
| YTD | +3.8% | +62.6% | -58.9% | -9.0% |
| 1Y | +17.8% | +49.9% | -32.2% | +5.0% |
| 3Y | +325.3% | +151.3% | +173.9% | +231.9% |
| All | +690.2% | +160.9% | +529.3% | +468.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling