+324.2%
CSCO vs LII
+166.2%
+158.0%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.4% | -0.1% | -0.4% |
| 7D | -4.7% | +0.4% | -5.1% | -4.7% |
| 30D | -17.1% | -2.4% | -14.7% | -16.8% |
| 3M | -19.6% | -17.5% | -2.1% | -15.6% |
| 6M | +2.4% | -32.8% | +35.2% | +13.0% |
| YTD | +29.8% | -27.7% | +57.5% | +38.4% |
| 1Y | +38.7% | -28.1% | +66.7% | +47.9% |
| 3Y | +101.3% | -9.7% | +111.0% | +90.3% |
| 5Y | +94.8% | +19.5% | +75.3% | +60.8% |
| 10Y | +324.2% | +170.6% | +153.6% | +167.1% |
| All | +324.2% | +166.2% | +158.0% | +167.1% |
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