+451.6%
CSCO vs LII
+3,124.4%
-2,672.7%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.2% | -0.6% | +0.2% |
| 7D | -0.7% | -0.7% | +0.1% | -0.5% |
| 30D | -10.1% | -12.6% | +2.5% | -6.3% |
| 3M | -15.7% | -24.4% | +8.8% | -8.9% |
| 6M | +36.3% | -28.7% | +65.0% | +48.9% |
| YTD | +43.8% | -19.1% | +63.0% | +50.1% |
| 1Y | +63.9% | -29.7% | +93.6% | +78.2% |
| 3Y | +104.4% | +4.8% | +99.6% | +87.9% |
| 5Y | +111.4% | +24.6% | +86.8% | +78.5% |
| 10Y | +361.7% | +169.2% | +192.5% | +190.2% |
| All | +451.6% | +3,124.4% | -2,672.7% | +20.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling