+335.7%
CSCO vs LEN
+136.8%
+198.9%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -3.2% | +4.4% | +1.9% |
| 7D | +6.6% | -8.7% | +15.3% | +8.5% |
| 30D | -11.3% | +11.6% | -22.9% | -13.7% |
| 3M | -17.3% | -1.3% | -16.1% | -17.7% |
| 6M | +3.5% | -1.4% | +5.0% | +2.6% |
| YTD | +34.9% | -16.9% | +51.8% | +37.8% |
| 1Y | +40.5% | -31.2% | +71.6% | +49.2% |
| 3Y | +109.3% | -25.6% | +134.8% | +111.9% |
| 5Y | +105.9% | -13.3% | +119.1% | +95.3% |
| All | +335.7% | +136.8% | +198.9% | +232.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling