+24,369.9%
AVGO vs LYB
+631.6%
+23,738.4%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LYB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.3% | -0.6% | -0.9% |
| 7D | +1.0% | -0.7% | +1.7% | +1.3% |
| 30D | -13.3% | +1.5% | -14.8% | -13.9% |
| 3M | -2.9% | -0.3% | -2.6% | -3.6% |
| 6M | +5.7% | +0.1% | +5.7% | +2.5% |
| YTD | +4.6% | +53.4% | -48.8% | -15.6% |
| 1Y | -1.6% | +25.6% | -27.3% | -14.7% |
| 3Y | +336.2% | -21.3% | +357.5% | +345.2% |
| 5Y | +695.6% | -2.4% | +698.1% | +628.1% |
| 10Y | +2,827.6% | +48.8% | +2,778.8% | +1,890.9% |
| All | +24,369.9% | +631.6% | +23,738.4% | +7,831.9% |
Cumulative growth
Daily Returns
Daily percentage return beside LYB.
Daily Out/Under-Performance
Portfolio return minus LYB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LYB 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 LYB 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