+17.8%
AVGO vs LVS
-18.2%
+36.0%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.3% | +0.5% | +0.2% |
| 7D | -3.0% | -1.5% | -1.5% | -3.0% |
| 30D | -14.4% | -3.2% | -11.2% | -14.5% |
| 3M | -14.4% | -12.0% | -2.5% | -14.1% |
| 6M | +13.1% | -19.9% | +33.0% | +13.4% |
| YTD | +3.8% | -30.6% | +34.4% | +3.6% |
| 1Y | +17.8% | -17.7% | +35.5% | +22.7% |
| All | +17.8% | -18.2% | +36.0% | +22.7% |
Cumulative growth
Daily Returns
Daily percentage return beside LVS.
Daily Out/Under-Performance
Portfolio return minus LVS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LVS 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 1y: compounded portfolio wealth divided by compounded LVS 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…
1y analysis · Full analysis span regression · 6 months rolling