+304.8%
CSCO vs LII
+162.0%
+142.9%
-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 | -22.4% | -21.2% | -1.1% | -17.4% |
| 6M | +2.8% | -36.4% | +39.2% | +15.2% |
| YTD | +23.6% | -28.9% | +52.5% | +32.4% |
| 1Y | +34.0% | -29.5% | +63.6% | +43.7% |
| 3Y | +89.3% | -8.6% | +97.8% | +77.8% |
| 5Y | +87.9% | +20.2% | +67.6% | +54.3% |
| All | +304.8% | +162.0% | +142.9% | +157.8% |
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