+114.0%
CSCO vs LEN
-12.1%
+126.0%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -3.8% | +3.8% | +0.6% |
| 7D | -0.5% | -2.9% | +2.4% | 0.0% |
| 30D | -10.1% | -8.9% | -1.2% | -8.7% |
| 3M | -11.7% | -10.9% | -0.8% | -10.3% |
| 6M | +40.1% | -19.7% | +59.8% | +44.9% |
| YTD | +43.8% | -20.6% | +64.4% | +48.4% |
| 1Y | +66.6% | -42.4% | +109.0% | +83.0% |
| 3Y | +108.5% | -26.5% | +135.1% | +107.9% |
| 5Y | +114.0% | -10.9% | +124.9% | +92.0% |
| All | +114.0% | -12.1% | +126.0% | +92.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling