+306.4%
CSCO vs LIN
+424.3%
-117.9%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LIN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.1% | -0.8% | -1.4% |
| 7D | -10.2% | +0.2% | -10.4% | -10.3% |
| 30D | -20.1% | +6.5% | -26.5% | -22.7% |
| 3M | -22.1% | +5.5% | -27.5% | -24.4% |
| 6M | +3.2% | +3.3% | -0.1% | +0.5% |
| YTD | +24.1% | +22.0% | +2.1% | +9.6% |
| 1Y | +34.6% | +25.7% | +8.8% | +16.7% |
| 3Y | +90.0% | +36.2% | +53.8% | +55.7% |
| 5Y | +88.6% | +66.1% | +22.5% | +34.3% |
| All | +306.4% | +424.3% | -117.9% | +52.4% |
Cumulative growth
Daily Returns
Daily percentage return beside LIN.
Daily Out/Under-Performance
Portfolio return minus LIN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LIN 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 10y: compounded portfolio wealth divided by compounded LIN 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…
10y analysis · Full analysis span regression · 6 months rolling