+711.1%
AVGO vs LVS
+5.2%
+705.9%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.5% | +0.3% | -0.8% |
| 7D | -0.8% | -2.7% | +1.9% | -0.1% |
| 30D | -13.7% | -4.7% | -9.1% | -12.9% |
| 3M | -6.9% | -15.6% | +8.6% | -3.3% |
| 6M | +5.8% | -18.6% | +24.4% | +10.7% |
| YTD | +5.7% | -32.3% | +37.9% | +15.2% |
| 1Y | +9.0% | -18.0% | +27.0% | +12.4% |
| 3Y | +340.5% | -5.8% | +346.4% | +320.0% |
| 5Y | +711.1% | +5.7% | +705.3% | +619.6% |
| All | +711.1% | +5.2% | +705.9% | +619.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling