+2,660.6%
AVGO vs LVS
-10.5%
+2,671.1%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | +2.7% | -7.5% | -5.6% |
| 7D | +18.2% | -0.8% | +19.0% | +18.3% |
| 30D | +0.2% | +10.0% | -9.8% | -3.2% |
| 3M | -16.8% | -11.0% | -5.8% | -14.2% |
| 6M | -16.5% | -20.1% | +3.7% | -11.1% |
| YTD | +0.8% | -36.3% | +37.2% | +14.5% |
| 1Y | +2.8% | -36.8% | +39.7% | +17.1% |
| 3Y | +278.5% | -9.5% | +288.1% | +264.7% |
| 5Y | +573.1% | +9.3% | +563.8% | +472.0% |
| All | +2,660.6% | -10.5% | +2,671.1% | +2,338.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling