+108.5%
CSCO vs LH
+64.5%
+44.0%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2023-09-08 to 2026-09-08.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.6% | +0.6% | +0.1% |
| 7D | -0.5% | -0.8% | +0.3% | -0.3% |
| 30D | -10.1% | +2.0% | -12.1% | -10.6% |
| 3M | -11.7% | +24.3% | -36.0% | -16.6% |
| 6M | +40.1% | +21.1% | +19.0% | +33.2% |
| YTD | +43.8% | +30.4% | +13.3% | +34.1% |
| 1Y | +66.6% | +18.4% | +48.2% | +59.2% |
| 3Y | +108.5% | +65.5% | +43.0% | +85.3% |
| All | +108.5% | +64.5% | +44.0% | +85.3% |
Cumulative growth
Daily Returns
Daily percentage return beside LH.
Daily Out/Under-Performance
Portfolio return minus LH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LH 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 2023-09-08 to 2026-09-08: compounded portfolio wealth divided by compounded LH 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…
2023-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling