+306.4%
CSCO vs LII
+162.0%
+144.5%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -2.0% | 0.0% | -1.4% |
| 7D | -10.2% | -0.6% | -9.6% | -10.0% |
| 30D | -20.1% | -4.6% | -15.5% | -19.3% |
| 3M | -22.1% | -21.2% | -0.8% | -17.1% |
| 6M | +3.2% | -36.4% | +39.6% | +15.6% |
| YTD | +24.1% | -28.9% | +53.0% | +32.9% |
| 1Y | +34.6% | -29.5% | +64.1% | +44.3% |
| 3Y | +90.0% | -8.6% | +98.6% | +78.5% |
| 5Y | +88.6% | +20.2% | +68.4% | +54.9% |
| All | +306.4% | +162.0% | +144.5% | +158.8% |
Cumulative growth
Daily Returns
Daily percentage return beside LII.
Daily Out/Under-Performance
Portfolio return minus LII return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LII 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 10y: compounded portfolio wealth divided by compounded LII 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…
10y analysis · Full analysis span regression · 6 months rolling