+98.3%
CSCO vs LII
+19.3%
+79.0%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -16.9% |
| 3M | -19.6% | -17.5% | -2.1% | -16.6% |
| 6M | +2.4% | -32.8% | +35.2% | +10.3% |
| YTD | +29.8% | -27.7% | +57.5% | +36.2% |
| 1Y | +38.7% | -28.1% | +66.7% | +45.6% |
| 3Y | +101.3% | -9.7% | +111.0% | +91.8% |
| All | +98.3% | +19.3% | +79.0% | +68.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling