+39.4%
CSCO vs LII
-28.3%
+67.7%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.4% | -0.1% | -0.5% |
| 7D | -4.7% | +0.4% | -5.1% | -4.7% |
| 30D | -17.1% | -2.4% | -14.7% | -17.0% |
| 3M | -19.6% | -17.5% | -2.1% | -18.0% |
| 6M | +2.4% | -32.8% | +35.2% | +6.8% |
| YTD | +29.8% | -27.7% | +57.5% | +34.6% |
| All | +39.4% | -28.3% | +67.7% | +45.0% |
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