+376.2%
CSCO vs LEN
+102.8%
+273.5%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -3.8% | +3.8% | +0.8% |
| 7D | -0.5% | -2.9% | +2.4% | +0.1% |
| 30D | -10.1% | -8.9% | -1.2% | -8.5% |
| 3M | -11.7% | -10.9% | -0.8% | -10.0% |
| 6M | +40.1% | -19.7% | +59.8% | +45.6% |
| YTD | +43.8% | -20.6% | +64.4% | +49.2% |
| 1Y | +66.6% | -42.4% | +109.0% | +84.8% |
| 3Y | +108.5% | -26.5% | +135.1% | +112.5% |
| 5Y | +114.0% | -10.9% | +124.9% | +102.6% |
| All | +376.2% | +102.8% | +273.5% | +269.6% |
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