+2,770.9%
AVGO vs LVS
0.0%
+2,770.9%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.5% | -0.2% | +0.1% |
| 7D | +1.1% | -3.5% | +4.6% | +2.3% |
| 30D | -13.0% | -6.2% | -6.8% | -11.4% |
| 3M | -6.0% | -14.8% | +8.9% | -1.4% |
| 6M | +6.4% | -20.9% | +27.2% | +13.8% |
| YTD | +5.0% | -33.0% | +38.0% | +17.8% |
| 1Y | +1.4% | -20.0% | +21.4% | +6.2% |
| 3Y | +336.8% | -6.9% | +343.7% | +318.6% |
| 5Y | +698.2% | +9.1% | +689.1% | +578.5% |
| All | +2,770.9% | 0.0% | +2,770.9% | +2,358.7% |
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 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