+361.1%
CSCO vs LIN
+358.9%
+2.2%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LIN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.0% | +1.5% | +1.0% |
| 7D | -0.7% | -2.1% | +1.5% | +0.4% |
| 30D | -10.1% | -2.4% | -7.7% | -9.1% |
| 3M | -15.7% | -5.6% | -10.1% | -13.7% |
| 6M | +36.3% | -3.4% | +39.7% | +37.3% |
| YTD | +43.8% | +13.1% | +30.7% | +32.4% |
| 1Y | +63.9% | +2.5% | +61.5% | +58.9% |
| 3Y | +104.4% | +27.6% | +76.7% | +73.2% |
| 5Y | +111.4% | +63.0% | +48.3% | +51.1% |
| All | +361.1% | +358.9% | +2.2% | +77.8% |
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