+89.3%
CSCO vs LII
-8.7%
+98.0%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -2.0% | 0.0% | -1.7% |
| 7D | -10.2% | -0.6% | -9.6% | -10.1% |
| 30D | -20.1% | -4.6% | -15.5% | -19.6% |
| 3M | -22.4% | -21.2% | -1.1% | -19.6% |
| 6M | +2.8% | -36.4% | +39.2% | +9.8% |
| YTD | +23.6% | -28.9% | +52.5% | +28.7% |
| 1Y | +34.0% | -29.5% | +63.6% | +39.6% |
| 3Y | +89.3% | -8.6% | +97.8% | +82.3% |
| All | +89.3% | -8.7% | +98.0% | +82.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling