+34.6%
CSCO vs LII
-29.2%
+63.8%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -2.0% | 0.0% | -1.8% |
| 7D | -10.2% | -0.6% | -9.6% | -10.1% |
| 30D | -20.1% | -4.6% | -15.5% | -19.8% |
| 3M | -22.1% | -21.2% | -0.8% | -20.1% |
| 6M | +3.2% | -36.4% | +39.6% | +8.0% |
| YTD | +24.1% | -28.9% | +53.0% | +28.9% |
| 1Y | +34.6% | -29.5% | +64.1% | +40.1% |
| All | +34.6% | -29.2% | +63.8% | +40.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling