+321.5%
CSCO vs LII
+170.7%
+150.8%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +2.2% | +2.9% | +4.5% |
| 7D | -2.9% | -1.2% | -1.7% | -2.5% |
| 30D | -16.7% | -2.0% | -14.7% | -16.5% |
| 3M | -18.4% | -20.2% | +1.8% | -13.5% |
| 6M | +2.9% | -32.5% | +35.5% | +13.4% |
| YTD | +30.4% | -27.4% | +57.8% | +38.9% |
| 1Y | +41.4% | -28.2% | +69.5% | +50.8% |
| 3Y | +104.7% | -7.2% | +111.9% | +91.6% |
| 5Y | +96.9% | +19.9% | +77.0% | +62.4% |
| 10Y | +321.5% | +168.6% | +152.8% | +163.4% |
| All | +321.5% | +170.7% | +150.8% | +163.4% |
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