+199,826.1%
CSCO vs LEN
+12,142.3%
+187,683.8%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +3.2% | +1.9% | +4.3% |
| 7D | -2.9% | +0.6% | -3.5% | -3.1% |
| 30D | -16.7% | +19.4% | -36.1% | -20.5% |
| 3M | -18.4% | +4.5% | -23.0% | -20.1% |
| 6M | +2.9% | +4.9% | -2.0% | +0.4% |
| YTD | +30.4% | -8.9% | +39.4% | +30.7% |
| 1Y | +41.4% | -23.0% | +64.3% | +47.0% |
| 3Y | +104.7% | -16.7% | +121.4% | +103.3% |
| 5Y | +96.9% | -4.5% | +101.4% | +84.6% |
| 10Y | +321.5% | +162.2% | +159.3% | +184.5% |
| All | +199,826.1% | +12,142.3% | +187,683.8% | +35,126.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling