+104.7%
CSCO vs LEN
-17.6%
+122.3%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +3.2% | +1.9% | +4.9% |
| 7D | -2.9% | +0.6% | -3.5% | -3.0% |
| 30D | -16.7% | +19.4% | -36.1% | -17.9% |
| 3M | -18.4% | +4.5% | -23.0% | -18.8% |
| 6M | +2.9% | +4.9% | -2.0% | +2.3% |
| YTD | +30.4% | -8.9% | +39.4% | +31.1% |
| 1Y | +41.4% | -23.0% | +64.3% | +44.7% |
| 3Y | +104.7% | -16.7% | +121.4% | +86.2% |
| All | +104.7% | -17.6% | +122.3% | +86.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling