+377.3%
CSCO vs LEN
+103.7%
+273.6%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-09 to 2026-09-09.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.5% | -0.2% | +0.1% |
| 7D | 0.0% | -3.4% | +3.3% | +0.7% |
| 30D | -10.7% | -5.7% | -5.1% | -9.8% |
| 3M | -8.7% | -12.2% | +3.5% | -6.7% |
| 6M | +44.9% | -18.3% | +63.2% | +50.1% |
| YTD | +44.1% | -20.2% | +64.3% | +49.4% |
| 1Y | +65.9% | -40.1% | +105.9% | +82.3% |
| 3Y | +109.0% | -26.2% | +135.2% | +112.8% |
| 5Y | +114.8% | -9.8% | +124.6% | +102.8% |
| 10Y | +377.3% | +109.1% | +268.2% | +270.2% |
| All | +377.3% | +103.7% | +273.6% | +270.2% |
Cumulative growth
Daily Returns
Daily percentage return beside LEN.
Daily Out/Under-Performance
Portfolio return minus LEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LEN 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 2016-09-09 to 2026-09-09: compounded portfolio wealth divided by compounded LEN 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…
2016-09-09 to 2026-09-09 analysis · Full analysis span regression · 6 months rolling