+39.4%
CSCO vs LEN
-28.5%
+67.9%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -5.4% | +4.9% | -0.4% |
| 7D | -4.7% | +0.7% | -5.3% | -4.6% |
| 30D | -17.1% | +13.0% | -30.1% | -17.2% |
| 3M | -19.6% | +1.9% | -21.5% | -19.4% |
| 6M | +2.4% | -0.7% | +3.1% | +2.9% |
| YTD | +29.8% | -13.8% | +43.6% | +30.9% |
| All | +39.4% | -28.5% | +67.9% | +40.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling